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Piecewise linear fitting


I would like to get my hands on an IDL routine that does a piecewise
linear fit to data.  The number of pieces is known but the locations of
the break points are not.  I don't have the time nor the expertise
necessary to write it myself.  Could anyone please direct me to such a
program?  I've done several lengthy searches but to no avail.  I would
greatly appreciate any help you could give.