WFMM

WFMM is a Windows command-line application that implements a Bayesian wavelet-based functional mixed model methodology for functional data analysis introduced in Morris and Carroll (2006). The method extends linear mixed models to functional data consisting of n curves sampled on the same grid. The user provides a file in Matlab data file format (*.mat) containing a matrix of data samples of the set of n curves sampled T times and a description of the model by the design matrix X and random effects matrix Z, and other parameters controlling the computation. It provides as output nonparametric estimates of fixed and random effects functions that have been adaptively regularized as a result of the nonlinear shrinkage prior imposed on the fixed effects wavelet coefficients.