How to construct a cubic spline with C0 continuity
Not out of the box, no.
With fixed breakpoints, it's just a linear least squares problem (with a continuity constraint), which you'll need to solve yourself.
Normally when you construct a cubic spline with SciPy you get a spline with C2 continuity, which means the spline's derivative is continuous, and the derivative's derivative is continuous as well.
I would like to create a cubic spline without those guarantees -- in other words, the spline would be a C0 function.
The motivation is to efficiently represent a continuous function on an embedded device.  A smooth derivative is not needed, and in fact just causes the spline to have more error (as compared to the original function) than it would otherwise have.
I know I could write the code to choose the cubic polynomial coefficients on my own, but wondering if there's a simple way to do it with existing code.
Between knots I'd be minimising mean squared error between the function and the fitted cubic.