Piecewise Linear Curve fitting function?

Hi there, i would like to know if there is an inbuilt Matlab function that curve fits data in a piecewise linear fashion and produces piecewise linear functions as the output?

Regards

[Star Strider]

One option might be multiple linear regression with a matrix of independent variables and a matrix of the same size of dependent variables, fitting the same parameters vector to all of them. Is that what you want to do?

What are your data? How ‘piecewise’ are they? What information (other than the obvious parameter estimates and related statistics) do you want from the regression?