I have data points in x,y,z format. They form a point cloud of a closed manifold. How can I interpolate them using R-Project or Python? (Like polynomial splines)
By "compact manifold" do you mean a lower dimensional function like a trajectory or a surface that is embedded in 3d? You have several alternatives for the surface-problem in R depending on how "parametric" or "non-parametric" you want to be. Regression splines of various sorts could be applied within the framework of estimating mean f(x,y) and if these values were "tightly" spaced you may get a relatively accurate and simple summary estimate. There are several non-parametric methods such as found in packages 'locfit', 'akima' and 'mgcv'. (I'm not really sure how I would go about statistically estimating a 1-d manifold in 3-space.)
Edit: But if I did want to see a 3D distribution and get an idea of whether is was a parametric curve or trajectory, I would reach for package:rgl and just plot it in a rotatable 3D frame.
If you are instead trying to form the convex hull (for which the word interpolate is probably the wrong choice), then I know there are 2-d solutions and suspect that searching would find 3-d solutions as well. Constructing the right search strategy will depend on specifics whose absence the 2 comments so far reflects. I'm speculating that attempting to model lower and higher order statistics like the 1st and 99th percentile as a function of (x,y) could be attempted if you wanted to use a regression effort to create boundaries. There is a quantile regression package, 'rq' by Roger Koenker that is well supported.