# Simulate from a fitted glmmTMB model or a formula

#### Mollie Brooks and Ben Bolker

#### 14 Jan 2026

## Simulating from a fitted model

`glmmTMB` has the capability to simulate from a fitted model. These simulations resample random effects from their estimated distribution. In future versions of `glmmTMB`, it may be possible to condition on estimated random effects.

    library(glmmTMB)
    library(ggplot2); theme_set(theme_bw())

Fit a typical model:

    data(Owls)
    owls_nb1 <- glmmTMB(SiblingNegotiation ~ FoodTreatment*SexParent +
                                 (1|Nest)+offset(log(BroodSize)),
                              family = nbinom1,
                              ziformula = ~1, data=Owls)

Then we can simulate from the fitted model with the `simulate.glmmTMB` function. It produces a list of simulated observation vectors, each of which is the same size as the original vector of observations. The default is to only simulate one vector (`nsim=1`) but we still return a list for consistency.

    simo=simulate(owls_nb1, seed=1)
    Simdat=Owls
    Simdat$SiblingNegotiation=simo[[1]]
    Simdat=transform(Simdat,
                NegPerChick = SiblingNegotiation/BroodSize,
                type="simulated")
    Owls$type = "observed"
    Dat=rbind(Owls, Simdat)

Then we can plot the simulated data against the observed data to check if they are similar.

    ggplot(Dat,  aes(NegPerChick, colour=type))+geom_density()+facet_grid(FoodTreatment~SexParent)

## Simulating from scratch (de novo)

what if you want to simulate data with specified parameters in the absence of a data set, for example for a power analysis?

`glmmTMB` has a `simulate_new` function that can handle this case; the hardest part is understanding the meaning of the parameter values, especially for random-effects covariances.

### example 1: linear regression

For the first example we'll simulate something that looks like the classic "sleep study" data, using the `sleepstudy` data set for structure and covariates. The conditional-fixed effects parameters (`beta`) are standard regression parameters (intercept and slope): we use 250 and 10, which are close to the values from the actual data. The only other parameter, `betadisp`, is the log of the dispersion parameter, which in the specific case of the Gaussian (default) family is the log of the conditional (residual) variance; the standard deviation from a simple regression on these data1 is approximately 50, so we use `2*log(50)`.

    data("sleepstudy", package = "lme4")
    set.seed(101)
    ss_sim <- transform(sleepstudy,
                        Reaction = simulate_new(~ Days,
                                                newdata = sleepstudy,
                                                family = gaussian,
                                                newparams = list(beta = c(250, 10),
                                                            betadisp = 2*log(50)))[[1]])

For comparison, we'll also fit the model and use the built-in simulation method:

    ss_fit <- glmmTMB(Reaction ~ Days, sleepstudy)
    ss_simlm <- transform(sleepstudy,
                          Reaction = simulate(ss_fit)[[1]])

Comparing against the real data set:

    library(ggplot2); theme_set(theme_bw())
    ss_comb <- rbind(data.frame(sleepstudy, sample = "real"),
                     data.frame(ss_sim, sample = "simulated"),
                     data.frame(ss_simlm, sample = "simulated (from fit)")
                     )
    ggplot(ss_comb, aes(x = Days, y = Reaction, colour = Subject)) +
        geom_line() +
        facet_wrap(~sample)

The simulated data have about the right variability, but in contrast to the real data have no among-subject variation.

### example 2: random effects (including correlations)

The next example will be more complex, getting into the nuts and bolts of how to translate random effects covariances into the terms that `glmmTMB` expects.

The hardest piece is probably translating correlation parameters. The "covariance structures" vignette has more details on how correlation matrices are parameterized, and the `put_cor()` function is a general translator from a specified correlation matrix (or its lower triangular elements) to the appropriate set of `theta` parameters. For the specific case of 2x2 correlation matrices (i.e. with a single correlation parameter), a correlation \(\rho\) corresponds to a `glmmTMB` parameter of \(\rho/\sqrt{1-\rho^2}\). Here's a utility function:

    rho_to_theta <- function(rho) rho/sqrt(1-rho^2)
    ## tests
    stopifnot(all.equal(get_cor(rho_to_theta(-0.2)), -0.2))
    ## equivalent to general function
    stopifnot(all.equal(rho_to_theta(-0.2), put_cor(-0.2, input_val = "vec")))

Setting up metadata/covariates (tools in the `faux` package may also be useful for this):

    n_id <- 10
    dd <- expand.grid(trt = factor(c("A", "B")),
                      id = factor(1:n_id),
                      time = 1:6)

We'll set up some reasonable fixed effects. When in doubt about the order of fixed effect parameters, use `model.matrix()` to check:

    form1 <- ~trt*time+(1+time|id)
    colnames(model.matrix(lme4::nobars(form1), data = dd))

    ## Warning: the 'nobars' function has moved to the reformulas package. Please update your imports, or ask an upstream package maintainter to do so.
    ## This warning is displayed once per session.

    ## [1] "(Intercept)" "trtB"        "time"        "trtB:time"

    ## intercept, trtB effect, slope, trt x slope interaction
    beta_vec <- c(1, 2, 0.1, 0.2)

We'll set SDs such that the average coeff var = 1 (SD = mean for among-subject variation in intercept and slope). As described in the "covstruct" vignette, the parameter vector for a random-effect covariance consists of the log-standard-deviations followed by the scaled correlations. Finally we'll set the dispersion parameter for the negative binomial conditional distribution to 1 (more detail on the `betadisp` parameterization for different families is given in `?sigma.glmmTMB`).

    sdvec <-  c(1.5,0.15)
    corval <- -0.2
    thetavec <- c(log(sdvec), rho_to_theta(corval))
    par1 <- list(beta = beta_vec,
                 betadisp = log(1),  ## log(theta)
                 theta = thetavec)

Now simulate:

    dd$y <- simulate_new(form1,
                         newdata = dd,
                         seed = 101,
                         family = nbinom2,
                         newparams = par1)[[1]]
    range(dd$y)

    ## [1]   0 358

For comparison, we'll do this by hand (with some help from `lme4` machinery). `lme4` parameterizes covariance matrices by the lower triangle of the Cholesky factor rather than using `glmmTMB`'s method ...

    library(lme4)
    set.seed(101)
    X <- model.matrix(nobars(form1), data  = dd)
    ## generate random effects values
    rt <- mkReTrms(findbars(form1),
                   model.frame(subbars(form1), data = dd))

    ## Warning: the 'mkReTrms' function has moved to the reformulas package. Please update your imports, or ask an upstream package maintainter to do so.
    ## This warning is displayed once per session.

    ## Warning: the 'findbars' function has moved to the reformulas package. Please update your imports, or ask an upstream package maintainter to do so.
    ## This warning is displayed once per session.

    ## Warning: the 'subbars' function has moved to the reformulas package. Please update your imports, or ask an upstream package maintainter to do so.
    ## This warning is displayed once per session.

    Z <- t(rt$Zt)
    ## construct covariance matrix
    Sigma <- diag(sdvec) %*% matrix(c(1, corval, corval, 1), 2) %*% diag(sdvec)
    lmer_thetavec <- t(chol(Sigma))[c(1,2,4)]
    ## plug values into Cholesky factor of random effects covariance matrix
    rt$Lambdat@x <- lmer_thetavec[rt$Lind]
    u <- rnorm(nrow(rt$Lambdat))
    b <- t(rt$Lambdat) %*% u
    eta <- drop(X %*% par1$beta + t(rt$Zt) %*% b)
    mu <- exp(eta)
    y <- rnbinom(nrow(dd), size = 1, mu = mu)
    range(y) ## range varies a lot

    ## [1]    0 1484

Alternatively we could have generated the random effects with:

    b <- MASS::mvrnorm(1, mu = rep(0,2*n_id),
                       Sigma = Matrix::.bdiag(replicate(n_id,
                                                        Sigma,
                                                        simplify = FALSE)))

### example 3: AR1 model

We will simulate a single time series with AR1 structure, with a nugget (measurement error) variance \(\sigma^2_n = 1.0\), an autoregressive variance of \(\sigma^2_a = 1\), and an autoregressive parameter of \(\phi = 0.7\),

First by brute force, using the code from the "covariance structures" vignette:

    set.seed(101)
    n <- 1000                                                 ## Number of time points
    x <- MASS::mvrnorm(mu = rep(0,n),
                       Sigma = .7 ^ as.matrix(dist(1:n)) )    ## Simulate the process using the MASS package
    ## as.matrix(dist(1:n)) constructs a banded matrix with m_{ij} = abs(i-j)
    y <- x + rnorm(n)                                         ## Add measurement noise/nugget
    dat0 <- data.frame(y,
                     times = factor(1:n, levels=1:n),
                     group = factor(rep(1, n)))

Now using `simulate_new()` with matching parameters `beta = 0` (the only fixed effect is the intercept, which we set to zero); `betadisp = 0` (the log-variance of the measurement error [note Gaussian family uses log-variance rather than log-SD parameterization, although in this case it doesn't make any difference ...]); `theta[1] = 0` (log-SD of autoregressive variance); and `theta[2]` specifying a correlation parameter \(\phi = 0.7\) (see "Covariance structures" vignette for details).

    phi_to_AR1 <- function(phi) phi/sqrt(1-phi^2)
    s2 <- simulate_new(~ ar1(times + 0 | group),
                       newdata = dat0,
                       seed = 101,
                       newparams = list(
                           beta = 0,
                           betadisp = 0,
                           theta = c(0, phi_to_AR1(0.7)))
                       )[[1]]

With a nugget variance of \(\sigma^2_n = 1.0\), an autoregressive variance of \(\sigma^2_a = 1\), and an autoregressive parameter of \(\phi = 0.7\), we expect the ACF to be \(\sigma^2_a/(\sigma^2_a + \sigma^2_n) \phi^d\) .

    a1 <- drop(acf(dat0$y, plot = FALSE)$acf)
    a2 <- drop(acf(s2, plot = FALSE)$acf)
    par(las = 1, bty = "l")
    matplot(0:(length(a1)-1), cbind(a1, a2), pch = 1,
            ylab = "autocorrelation", xlab = "lag")
    curve(0.7^x/2, add = TRUE, col = 4, lwd = 2)

The precise curves are different (because the multivariate normal deviates are generated in a different way), but the ACFs match.

## FIXME/TO DO

- more examples! especially more complex/unavailable in `lme4` (spatial, ZI, etc.). If necessary, more details on parameterizations (shape/scale for spatial cov structures, etc.)

1. I realize this violates the assumption of de novo simulation that we don't know what the real data looks like yet ...↩