# mvgam 1.1.4 (development version; not yet on CRAN)
## New functionalities
* Added the `how_to_cite.mvgam()` function to generate a scaffold methods description of fitted models, which can hopefully make it easier for users to fully describe their programming environment 
* Improved various plotting functions by returning `ggplot` objects in place of base plots (thanks to @mhollanders #38)
* Added the brier score (`score = 'brier'`) as an option in `score.mvgam_forecast()` for scoring forecasts of binary variables when using `family = bernoulli()` (#80)
* Added `augment()` function to add residuals and fitted values to an mvgam object's observed data (thanks to @swpease #83)
* Added support for approximate `gp()` effects with more than one covariate and with different kernel functions (#79) 
* Added function `jsdgam()` to estimate Joint Species Distribution Models in which both the latent factors and the observation model components can include any of mvgam's complex linear predictor effects. Also added a function `residual_cor()` to compute residual correlation, covariance and precision matrices from `jsdgam` models. See `?mvgam::jsdgam` and `?mvgam::residual_cor` for details
* Added a `stability.mvgam()` method to compute stability metrics from models fit with Vector Autoregressive dynamics (#21 and #76)
* Added functionality to estimate hierarchical error correlations when using multivariate latent process models and when the data are nested among levels of a relevant grouping factor (#75); see `?mvgam::AR` for an example
* Added `ZMVN()` error models for estimating Zero-Mean Multivariate Normal errors; convenient for working with non time-series data where latent residuals are expected to be correlated (such as when fitting Joint Species Distribution Models); see `?mvgam::ZMVN` for examples
* Added a `fevd.mvgam()` method to compute forecast error variance decompositions from models fit with Vector Autoregressive dynamics (#21 and #76)

## Deprecations
* Arguments `use_stan`, `jags_path`, `data_train`, `data_test`, `adapt_delta`, `max_treedepth` and `drift` have been removed from primary functions to streamline documentation and reflect the package's mission to deprecate 'JAGS' as a suitable backend. Both `adapt_delta` and `max_treedepth` should now be supplied in a named `list()` to the new argument `control`

## Bug fixes
* Bug fix to ensure `marginaleffects::comparisons` functions appropriately recognise internal `rowid` variables
* Updates to ensure `ensemble` provides appropriate weighting of forecast draws (#98)
* Not necessarily a "bug fix", but this update removes several dependencies to lighten installation and improve efficiency of the workflow (#93)
* Fixed a minor bug in the way `trend_map` recognises levels of the `series` factor
* Bug fix to ensure `lfo_cv` recognises the actual times in `time`, just in case the user supplies data that doesn't start at `t = 1`. Also updated documentation to better reflect this
* Bug fix to ensure `update.mvgam` captures any `knots` or `trend_knots` arguments that were passed to the original model call

# mvgam 1.1.3
## New functionalities
* Allow intercepts to be included in process models when `trend_formula` is supplied. This breaks the assumption that the process has to be zero-centred, adding more modelling flexibility but also potentially inducing nonidentifiabilities with respect to any observation model intercepts. Thoughtful priors are a must for these models
* Added `standata.mvgam_prefit`, `stancode.mvgam` and `stancode.mvgam_prefit` methods for better alignment with 'brms' workflows
* Added 'gratia' to *Enhancements* to allow popular methods such as `draw()` to be used for 'mvgam' models if 'gratia' is already installed
* Added an `ensemble.mvgam_forecast()` method to generate evenly weighted combinations of probabilistic forecast distributions
* Added an `irf.mvgam()` method to compute Generalized and Orthogonalized Impulse Response Functions (IRFs) from models fit with Vector Autoregressive dynamics

## Deprecations
* The `drift` argument has been deprecated. It is now recommended for users to include parametric fixed effects of "time" in their respective GAM formulae to capture any expected drift effects

## Bug fixes
* Added a new check to ensure that exception messages are only suppressed by the `silent` argument if the user's version of 'cmdstanr' is adequate
* Updated dependency for 'brms' to version >= '2.21.0' so that `read_csv_as_stanfit` can be imported, which should future-proof the conversion of 'cmdstanr' models to `stanfit` objects (#70)

# mvgam 1.1.2
## New functionalities
* Added options for silencing some of the 'Stan' compiler and modeling messages using the `silent` argument in `mvgam()`
* Moved a number of packages from 'Depends' to 'Imports' for simpler package loading and fewer potential masking conflicts
* Improved efficiency of the model initialisation by tweaking parameters of the underlying 'mgcv' `gam` object's convergence criteria, resulting in much faster model setups
* Added an option to use `trend_model = 'None'` in State-Space models, increasing flexibility by ensuring the process error evolves as white noise (#51)
* Added an option to use the non-centred parameterisation for some autoregressive trend models,
which speeds up mixing most of the time
* Updated support for multithreading so that all observation families (apart from `nmix()`) can now be modeled with multiple threads
* Changed default priors on autoregressive coefficients (AR1, AR2, AR3) to enforce
stationarity, which is a much more sensible prior in the majority of contexts

## Bug fixes
* Fixed a small bug that prevented `conditional_effects.mvgam()` from handling effects with three-way interactions

# mvgam 1.1.1
## New functionalities
* Changed indexing of an internal c++ function after Prof Brian Ripley’s   
  email: Dear maintainer, Please see the problems shown on 
  https://cran.r-project.org/web/checks/check_results_mvgam.html. Please correct   before 2024-05-22 to safely retain your package on CRAN. The CRAN Team
  
# mvgam 1.1.0
* First release of `mvgam` to CRAN
