Allocating item categories by program

I am converting an old blog to WordPress, and have written a PHP script to copy entries from the old database to a newly created WP database There are ~4,000 posts.

All is fine, except that allocating posts to categories looks as though it should be done through the API rather than simply adding a category number to the parent field of the post. Is there a straightforward procedure call sequence lurking within the WordPress scripts that I can use?