Nice interpolation

The main point of the method was that it did not generate

    > spline like excursions. The claim was that the method was
    > "consistantly well behaved".

I took a second look at this, and am curious about the notion of
"consistently well behaved". Do you have some example use cases where
this algorithm "does the right thing" but typical interpolation
algorithms like splines fail? Could you look over the
scipy.interpolate algorithms and see if this one does something that
they do not? test cases in which your algorithm produced good results
but scipy.interpolate algorithms fail would be particularly useful.
Are the excursions you refer to the case of wild extrapolations beyond
the end points of the data being interpolated, or wild fluctuations
between interpolated points?

If you can demonstrate some use-cases, a cleaned up version might be a
useful contribution to scipy.interpolate.