This paper presents a method of constructing a smooth function of two or more variables that interpolates data values at arbitrarily distributed points. Shepard’s method for fitting a surface to data values at scattered points in the plane has the advantages of a small storage requirement and an easy generalization to more than two independent variables, but suffers from low accuracy and a high computational cost relative to some alternative methods. Localizations of this method have reasonably low computational costs, but remain relatively inaccurate. We describe a modified Shepard’s method that, without sacrificing the advantages, has accuracy comparable to other local methods. Computational efficiency is also improved by using a cell method for nearest-neighbor searching. Test results for two and three independent variables are presented.