plot 'data-file' using 1:2:(1.0) smooth acsplines
Qualitatively, the absolute magnitude of the weights determines the number of segments used to construct the curve. If the weights are large, the effect of each datum is large and the curve approaches that produced by connecting consecutive points with natural cubic splines. If the weights are small, the curve is composed of fewer segments and thus is smoother; the limiting case is the single segment produced by a weighted linear least squares fit to all the data. The smoothing weight can be expressed in terms of errors as a statistical weight for a point divided by a "smoothing factor" for the curve so that (standard) errors in the file can be used as smoothing weights.
Example:
sw(x,S)=1/(x*x*S) plot 'data_file' using 1:2:(sw($3,100)) smooth acsplines