Your question is too vague.  Do you want to fit functions of one variable,
or several variables?  Do you need the function to have explicit form, or
would you be happy with sort of `black box'?

R itself has facilities to fit smooth functions of one variable (e.g.,
smooth.spline(), loess(), etc.)  Many packages can fit smooth functions of
several variables (e.g., mgcv, locfit, mda, gss, nnet [part of the VR
bundle], rpart, tree, or even gbm and randomForest).

Andy

From: Young-Jin Lee
> 
> Dear R lister
> 
> Could any one tell me what R package I can use to fit data 
> into an arbitrary nonlinear function and to test how good a 
> resulting fit is?
> 
> Thanks in advance.
> 
> Young-Jin Lee
> 
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