new file mode 100644
--- /dev/null
+++ b/scripts/polynomial/polyfit.m
@@ -0,0 +1,46 @@
+function p = polyfit (x, y, n)
+  
+# usage:  polyfit (x, y, n)
+#
+# Returns the coefficients of a polynomial p(x) of degree n that
+# minimizes sumsq (p(x(i)) - y(i)), i.e., that best fits the data 
+# in the least squares sense.
+  
+# Written by KH (Kurt.Hornik@ci.tuwien.ac.at) on Dec 13, 1994
+# Copyright Dept of Statistics and Probability Theory TU Wien
+  
+  if (nargin != 3)
+    usage ("polyfit (x, y, n)");
+  endif
+  
+  if (! (is_vector (x) && is_vector (y) && size (x) == size (y)))
+    error ("polyfit: x and y must be vectors of the same size");
+  endif
+  
+  if (! (is_scalar (n) && n >= 0 && ! isinf (n) && n == round (n)))
+    error ("polyfit: n must be a nonnegative integer");
+  endif
+  
+  l = length (x);
+  x = reshape (x, l, 1);
+  y = reshape (y, l, 1);
+  
+  X = ones (l, 1);
+
+  if (n > 0)
+    tmp = (x * ones (1, n)) .^ (ones (l, 1) * (1 : n));
+    X = [X, tmp];
+  endif
+
+  # Compute polynomial coeffients, making returned value compatible
+  # with Matlab.
+
+  [Q, R] = qr (X, 0);
+
+  p = flipud (R \ (Q' * y));
+
+  if (! prefer_column_vectors)
+    p = p';
+  endif
+
+endfunction