Adjusted p-values with TukeyHSD (patch)

       Dear R-developeRs,

       Attached follows a patch against svn 34959 that adds the
printing of p-values to the TukeyHSD.aov function in stats package. I
also updated the corresponding documentation file and added a 'see also'
reference to the simint function of the multcomp package.

       As it was already brought up in a previous thread [1] in R-help,
one can obtain the adjusted p-values using the multcomp package and its
simint function. The problem is that currently the simint function
scales very badly for a large number of contrasts (> 15). While the output
of TukeyHSD is almost instantaneous, simint may take more than half an
hour to process 19 contrasts.

       As a toy example, try:

       y <- rnorm(500)
       A <- gl(5,100)
       system.time(h1 <- TukeyHSD((aov(y ~ A))))
       system.time(h2 <- simint(y ~ A,type="Tukey"))

       Here I got:
       [1] 0.09 0.01 0.10 0.00 0.00
       [1] 26.87  0.03 27.10  0.00  0.00

       For a small number of contrasts they're equivalent, for example:

       data(warpbreaks)
       fm1 <- aov(breaks ~ wool + tension, data = warpbreaks)
       tHSD <- TukeyHSD(fm1, "tension", ordered = FALSE)
       print(tHSD)
       mcHSD <- simint(breaks ~ wool + tension, data = warpbreaks,
                    whichf="tension", type="Tukey")
       summary(mcHSD)

       I also attached the complete function (mTukeyHSD.R) to this
message, in case the patch is not accepted and someone else needs to do
the same thing. In any case, I think the reference to the multcomp
package in the TukeyHSD help page should be considered even if the patch
to the function is not accepted.

      Thank you,

References
[1] http://tolstoy.newcastle.edu.au/R/help/05/05/4599.html

--
Fernando Henrique Ferraz P. da Rosa
http://www.ime.usp.br/~feferraz