* Version 1.4.1 <2015-06-13 Sat>
  - New plot.estimate method
  - Documentation and examples updated

* Version 1.4.0 <2015-02-15 Sun>
  - Linear measurement error model: 'measurement.error'
  - Diagnostic tests: 'diagtest'
  - 'plotConf' updated with support for special function terms (I, poly, ns, ...).
    Old version is available (not in namespace) as lava:::plotConf0
  - Pareto distribution: 'pareto.lvm'
  - Code clean-up/optimization: 'EventTime', 'stack'
  - 'estimate.default' new syntax for contrast specification (parsedesign)
  - 'regression.lvm' with y,x argument (as alias for to,from)
  - plot longitudinal data: 'spaghetti'
  - Examples updated

* Version 1.3.0 <2014-11-18 Tue>
  - New syntax for categorical predictors (method 'categorical' and
    argument 'additive=FALSE' with 'regression method)
  - Argument 'intervals' added to 'ones.lvm' for piece-wise constant effects
  - Argument 'average=TRUE' now needed for empirical averages in estimate.default
  - Fixed a bug in score.glm (with weights and offset) introduced in version 1.2.6
  - estimate.default:
    - small-sample corrections
    - Default id from row names in estimate.default (used with merge method)
    - iid decompostion also returned for hypothesis contrasts 
    - keep argument added to estimate.default and merge
    - labels argument added to estimate.default
  - 'images' function for visualization of tabular data added to namespace
  - 'ksmooth' and 'surface' for surface estimation and visualization of bivariate data and functions
  - 'dsort': Sort data.frames
  - general multivariate distributions in simulations. see example in 'sim'
  - 'or2prob', 'tetrachoric' for conversion from OR to probabilities
    (and tetrachoric correlations).
    'prob.normal': calculates probabilities from threshold model given thresholds and variance
    See also mets:::assoc for calculations of kappa, gamma, uncer.coef.
    'normal.threshold': returns thresholds,variance,mu from model with
    categorical outcomes.
  - Multiple testing routines: closed.testing, p.correct, ...
  - 'Missing' method updated with a simple 'suffix' argument
  - Back-tracing updated in Newton-Raphson routine

* Version 1.2.6 <2014-05-07 Wed>
  - New 'stack' function for two-stage estimation (via 'estimate' objects)
  - New 'blocksample' function for resampling clustered data.
  - New function 'Missing' to generate complex missing data patterns
  - Weibull parametrization of 'coxWeibull.lvm' rolled back
    (ver. 1.2.4). The function 'weibull.lvm' now leads to Accelerated
    Failure Time model (see examples of 'eventTime')
  - iid function cleanup (new 'bread' attribute).
    iid.glm now gives correct estimated influence functions for
    'quasi' link (constant variance)
  - Parameter constraints on (co)variance parameters now possible with
    the syntax lvm(...,y~~a*x) (corresponding to
    covariance(...,y~x)<-"a")
  - Some additional utilities: pdfconvert, scheffe, images, click. confband
    updated with 'polygon' argument.
  - New function getMplus: Import results from Mplus
  - New function getSAS: Import SAS ODS
  - New 'edgecolor' argument of plot-function

* Version 1.2.5 <2014-03-13 Thu>
  - 'merge' method added for combining 'estimate' objects
  - Adjustments to starting values
  - Function 'categorical' for adding categorical predictors to
    simulation model
  - Improved flexibility in simulations with 'transform','constrain'
    (ex: categorical predictors)
  - Added 'dataid' argument to estimate.default allowing different id
    for 'data' and i.i.d. decomposition of model parameter estimates. 
    With the argument 'stack=FALSE' influence functions within
    clusters will not be stacked together.
  - R-squared values (+ approximate standard
    errors/i.i.d. decomposition) via 'rsq(model,TRUE)'
  - New infrastructure for adding additional parameters to models (no
    user-visible changes).
  - multinomial function for calculating influence curves for
    multinomial probabilities. 'gammagk' and 'kappa' methods for
    calculating Goodman-Kruskals gamma and Cohens kappa coefficients.
  - ordreg function for univariate ordinal regression models
  - iid methods for data.frames/matrices (empirical mean and variance)
  - Support for using 'mets::cluster.index' in GEE-type models (much
    faster).
  - plotConf updated (vcov argument added and more graphical arguments
    parsed to plotting functions)
  - Additional unit-tests implemented
  - New 'forestplot' and 'Combine' functions
  - Covariance structure may now be specified using '~~', e.g.
    'lvm(c(y,v)~~z+u)' specifies correlation between residuals of
    (y,z),(y,u),(v,z),(v,u).
    
* Version 1.2.4 <2013-12-01 Sun>
  - Avoid estimating IC in 'estimate.default' when 'vcov' argument is
    given.
  - New default starting values
  - Time-varying effects via 'timedep'
  - R-squared added to summary
  - alias: covariance->variance
  - added size argument to binomial.lvm; 
    
* Version 1.2.3 <2013-10-27 Sun>
  - 'subset' argument added to estimate.default. Calculates empirical
    averages conditional on subsets of data
  - Improved output from compare/estimate functions
  - Minor bug fixes (plot, predict)
  - sim: Piecewise constant rates with coxEponential.lvm. New
    aalenExponential.lvm function for additive models. Functions
    ones.lvm and sequence.lvm for deterministic variables.

* Version 1.2.2 <2013-07-10 Wed>
  - Regression parameters are now by default referenced using '~',
    e.g. "y~x" instead of "y<-x". Applies to setting starting values
    in 'estimate', parameters in 'sim','compare','estimate',....
    To use the old syntax set 'lava.options(symbol=c("<-","<->"))'
  - Newton-Raphson/scoring procedure updated
  - Search-interval for profile likelihood CI improved (for variance
    parameters)
  - 'estimate.default' updated (LRT)
  - 'iid' updated (variance now obtained as tensor product of the result)
  - progress bar for 'bootstrap' and 'modelsearch'
  - various minor bug fixes
  - new functions: Expand (expand.grid wrapper), By (by wrapper)
  
* Version 1.2.1 <2013-05-10 Fri>
  - Optimization + minor bug fixes

* Version 1.2.0 <2013-03-28 Thu>
  - New method 'iid' for extracting i.i.d. decomposition (influence
    functions) from model objects (e.g. glm, lvm, ...)
  - Method 'estimate' can now be used on model objects to transform
    parameters (Delta method) or conduct Wald tests. Average effects,
    i.e. averaging functionals over the empirical distribution is also
    possible including calculation of standard errors.
  - 'curereg' function for estimating mixtures of binary data.
  - Instrumental Variable (IV) estimator (two-stage
    least-squares) optimized.
  - New distributions: Gamma.lvm, coxWeibull.lvm, coxExponential.lvm,
    coxGompertz.lvm. New method 'eventTime' (for simulation of
    competing risks data)
