int GaussNumPoints = 20;    // Choose some reasonable
	double xstep = 0.25 * sig;  // setting for the Gaussian here.
	double GaussRange = GaussNumPoints * xstep;
	y = 0;
	double k = x - GaussRange;
	while ( k <= x + GaussRange )
	{
		// gauss() needs to be defined somewhere.
		y += yourstepfunction(parameters...) * gauss(x-k,sig);
		k += xstep;
	}
	y *= xstep;