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DescriptionImplements Markov Chain Monte Carlo (MCMC) Bayesian wavelet-based functional mixed models procedue
Development Information
Current version1.0
Last updated2005-04-15
NewsAs of July/August 2016, this highly cited paper received enough citations to place it in the top 1% of the academic field of Mathematics based on a highly cited threshold for the field and publication year.
Citation Morris JS, & Carroll RJ. (2006). Wavelet-based functional mixed models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68, 179-199. 

WFMM : Wavelet-based Functional Mixed Models

The code implements the Markov Chain Monte Carlo (MCMC) Bayesian wavelet-based functional mixed models procedure described in Section 5 of the Morris and Carroll (2004) paper. The program itself runs in the windows command prompt interface. It takes in a matlab file as an input, and outputs posterior samples for many model quantities.


WFMM.exe: The main executable.

Various DLL files: Required to run WFMM.exe


You can download the package here .

System Requirements

Requires at least Windows XP to run.


We apologize that this initial documentation is incomplete. More extensive documentation will be provided in the near future, along with scripts for performing some of the most commonly used Bayesian estimation, inference, and prediction procedures from the MCMC output from this program. We also plan to develop an R interface for this program, which we will also post when it is ready.

Sample program call (from DOS window)

wfmm c:\work\input.mat output.mat > log_file.log


The program requires an input file (“input.mat” in the call) that is a matlab file containing the following objects:


The output of the program is a Matlab data file (“output.mat” in the sample call), containing the following Matlab objects, as well as a log file.



Morris, JS and Carroll, RJ (2004).
Wavelet-based functional mixed models, Technical Report, University of Texas MD Anderson Cancer Center Department of Biostatistics and Applied Mathematics, UTMDABTR-006-04.