good multivariate regression packages?

[Maciej Kalisiak <mkalisiak@gmail.com>]

Hello,

Can anyone recommend any good packages for doing multivariate
regression?  I'm trying to model a function over a 5D domain (i.e., f:
R^5 -> R).  If it has any bearing on the question, a cross-section of
the function is shown in
  http://www.dgp.toronto.edu/~mac/tmp/levelplot_disc=200_rad=0.3_k=5.png
Other cross-sections look very similar, except that the shape is
usually rotated.  The only other interesting thing about the data is
that the samples never under-estimate the function (i.e., samples = fn
+ error, error >= 0 always).

Ideally I'm looking for a package that would have Python bindings, but
this is not necessary.  The main criterion is that it give decent
results with relatively medium effort, for someone relatively
unfamiliar with regression methods (i.e., no hardcore manual tweaking,
etc.).

--
Maciej Kalisiak
<mkalisiak@gmail.com>
http://www.dgp.toronto.edu/~mac