This paper describes a general-purpose algorithm for computing the gradients in space and time of a scalar field, a vector field, or a divergence-free vector field, from in situ measurements by one or more spacecraft. The algorithm provides total error estimates on the computed gradient, including the effects of measurement errors, the errors due to a lack of spatio-temporal homogeneity, and errors due to small-scale fluctuations. It also has the ability to diagnose the conditioning of the problem. Optimal use is made of the data, in terms of exploiting the maximum amount of information relative to the uncertainty on the data, by solving the problem in a weighted least-squares sense. The method is illustrated using Cluster magnetic field and electron density data to compute various gradients during a traversal of the inner magnetosphere. In particular, Cluster is shown to cross azimuthal density structure, and the existence of field-aligned currents in the plasmasphere is demonstrated.