sup-t option for p_adjust

[strengejacke]

See https://bsky.app/profile/noahgreifer.bsky.social/post/3lt3nu3o7kc2s

[gemini-code-assist]

Summary of Changes

Hello @strengejacke, I'm Gemini Code Assist¹! I'm currently reviewing this pull request and will post my feedback shortly. In the meantime, here's a summary to help you and other reviewers quickly get up to speed!

This pull request enhances the format_p_adjust function by integrating a new sup-t p-value adjustment method. This addition expands the statistical capabilities of the function, allowing for more advanced multiple comparison corrections, particularly those involving multivariate t-distributions.

Highlights

• New p-adjustment method: Added support for a new sup-t (supremum-t) p-value adjustment method within the format_p_adjust function.
• Dependency: Introduced a dependency on the mvtnorm package for performing the multivariate t-distribution calculations required by the sup-t adjustment.

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[gemini-code-assist]

Code Review

This pull request introduces a new sup-t method for p-value adjustment. While the intent is good, the current implementation has critical flaws, including a call to an undefined function and incorrect statistical logic. I have provided a detailed comment with a suggested fix to correctly implement the sup-t adjustment.

[strengejacke]

@bwiernik FYI

[strengejacke]

@gemini-code-assist review

[gemini-code-assist]

Code Review

This pull request introduces the sup-t option for p_adjust, enabling the calculation of simultaneous confidence intervals. The implementation is well-structured, and the documentation updates are thorough. I've provided comments to enhance code robustness and clarity.

[Copilot]

Pull Request Overview

This PR adds a new "sup-t" option for the p_adjust argument in model_parameters(), enabling simultaneous confidence bands (sup-t) adjustments.
Key changes:

• Implemented sup-t adjustment logic (.p_adjust_supt, .supt_adjust) and integrated it into .p_adjust.
• Updated documentation and help files across multiple model methods to include "sup-t" and added the Montiel Olea & Plagborg-Møller (2019) reference.
• Added tests and snapshots covering sup-t adjustments and extended existing tests for "scheffe", "tukey", and "sidak".

Reviewed Changes

Copilot reviewed 17 out of 17 changed files in this pull request and generated 4 comments.

Show a summary per file

File	Description
tests/testthat/test-p_adjust.R	Added tests for scheffe, tukey, sidak, and sup-t p_adjust.
tests/testthat/_snaps/p_adjust.md	Snapshot for sup-t output.
man/*.Rd (multiple)	Updated p_adjust documentation to include "sup-t" and citation.
inst/WORDLIST	Added names (Møller, Montiel, Plagborg, Olea) and SVARs.
R/format_p_adjust.R	Integrated "sup-t" logic into p-value adjustment workflow.
R/1_model_parameters.R	Updated Roxygen docs to describe "sup-t" option.
DESCRIPTION & NEWS.md	Bumped version, added mvtnorm Suggests, and noted sup-t in NEWS.

Comments suppressed due to low confidence (1)

R/format_p_adjust.R:134

• The scheffe adjustment logic assumes model@linfct is available and qr() succeeds; consider wrapping in tryCatch and falling back if the model structure doesn't support linfct.

.p_adjust_scheffe <- function(model, params, stat_column, rank_adjust = 1) {