http://homepages.inf.ed.ac.uk/svijayak/software/LWPR/


Manual:
http://homepages.inf.ed.ac.uk/svijayak/software/LWPR/LWPRmanual.pdf

References:
http://homepages.inf.ed.ac.uk/svijayak/software/LWPR/LWPRreference.pdf

Matlab:
http://homepages.inf.ed.ac.uk/svijayak/software/LWPR/LWPRmatlab

C++ implementation:
http://homepages.inf.ed.ac.uk/svijayak/software/LWPR/lwpr.06.3.zip



NB! Newer code:
http://www.ipab.inf.ed.ac.uk/slmc/software/lwpr/