# Version 0.4-1
## New features
* Functionality for ordinal observed variables is now available.

* For models with missing data, posterior summaries have been sped up (log-likelihood computations now done in Stan).


# Version 0.3-18
## New features
* This version adds a reference to the new JSS paper, including DOI, and corrects an inconsistent version dependency. There are no other changes as compared to 0.3-17.


# Version 0.3-17
## New features
* This is a maintenance release to correct major bugs from the previous version.


# Version 0.3-16
## New features
* blavPredict() function added for predicting latent variables and missing data.

* Some posterior summaries are sped up. (and fitMeasures are available when test="none")

* bug fixes from the previous version.

##  Bugs/glitches discovered after the release:
* For certain models with missing data, ppp-values are incorrect (sometimes equaling 1.0).

* For target="stan", some multiple group models fail when some cases are missing all observed variables (reported by DeAnne Hunter).


# Version 0.3-15
## New features
* Added an S3 summary() method for ppmc

* Posterior intervals summary() bug is fixed

##  Bugs/glitches discovered after the release:
* The summary() method for ppmc() and fitIndices() does not always work correctly.

* A Jacobian was incorrect for target="stan", when (non-default) priors were placed on precisions or variances instead of on standard deviations. This could impact estimates of posterior variability (reported by Roy Levy).


# Version 0.3-14
* (version 0.3-13 violated a CRAN policy)

## New features
* This is a maintenance release in response to a change in package Matrix.

##  Bugs/glitches discovered after the release:
* Posterior intervals are NA in summary(). Workarounds are to use parameterEstimates() (intervals assuming posterior normality) or to compute them yourself using the posterior samples (`blavInspect(fit, "mcmc")')
	

# Version 0.3-12
* (version 0.3-11 failed Windows CRAN checks)

## New features
* vector values of wiggle.sd are allowed for different priors on approximate
      equality constraints

* logical argument "prisamp" added, for sampling from a model's prior

* for target="stan", lkj prior is used for unrestricted lv correlation matrices

* default priors for conditional approaches (targets jags and stanclassic) revert to being placed on precisions (as opposed to SDs), for improvement in sampling efficiency
	


# Version 0.3-10
## New features
* save.lvs=TRUE works for missing data under target="stan"

* new arguments "wiggle" and "wiggle.sd" for approximate equality constraints under target="stan"
   
## Bugs/glitches discovered after the release:
* plot labels for target="stan" are sometimes incorrect (displaying a parameter different from the panel label).

* complex equality constraints are sometimes ignored (target="jags" or "stanclassic")

* equality constraints with std.lv=TRUE sometimes fail (target="stan")

* placing priors on variances or precisions yields incorrect results (target="stan"; reported by Roy Levy)


# Version 0.3-9
## New features
* improvements to save.lvs=TRUE for target="stan".
   
* target="stancond" is added, which is an experimental, noncentered Stan approach.
   
* bug fixes for prior settings and std.lv in target="stan", and defined parameters.
   
## Bugs/glitches discovered after the release:
* For target="stan", problems with sampling lvs when there are multiple groups or missing data.

* Errors for blavCompare() and blavFitIndices() due to version updates of other packages.

* For target="stan", some models with std.lv=TRUE would not converge.


# Version 0.3-8
## New features
* post-estimation, posterior predictive computations are sped up considerably.

* 0.3-7 bugs fixed.

## Bugs/glitches discovered after the release:
* For target="stan" and std.lv=TRUE, estimation fails for certain (growth) models (reported by Mauricio Garnier-Villareal).

* Some defined variables fail for target="jags" and "stanclassic" (reported by Mariëlle Zondervan-Zwijnenburg).

* User-specified priors sometimes are placed on the wrong parameter, related to the 0.3-7 bug (reported by Mauricio Garnier-Villareal).

* The dpriors() issue from 0.3-3 remains.

# Version 0.3-7
## New features
* for target="stan", gamma priors can now be placed on user's choice of
      variances, standard deviations, or precisions.

* plot() now works uniformly across Stan and JAGS, relying on bayesplot.

* post-MCMC parallelization is now handled via future.apply package
      (requires an extra "plan" command from user, but works on windows).

* 0.3-6 bugs fixed.

## Bugs/glitches discovered after the release:
* blavInspect(, 'lvmeans') returns rows in the wrong order for target="stan" (reported by Mehdi Momen).

* User-specified priors sometimes are placed on the wrong parameter, for target="stan" (reported by Enrico Toffalini).

* The dpriors() issue from 0.3-3 remains.

# Version 0.3-6
## New features
* this fixes the stan plot bug from 0.3-5.

## Bugs/glitches discovered after the release:
* user-specified priors on correlation parameters are silently ignored for target="stan" (reported by James Uanhoro).

* save.lvs=TRUE does not work for target="stan" (reported by Mauricio Garnier-Villareal).

* The dpriors() issue from 0.3-3 remains.

# Version 0.3-5
## New features
* target="stan" is now the default, using a pre-compiled Stan model instead of "on the fly" code.

* ppmc() function added by Terrence Jorgensen, facilitating posterior predictive checks.

* default priors are changed from gamma on precisions to gamma on standard deviations.

## Bugs/glitches discovered after the release:
* The Stan plot method silently fails (reported by Matt Yalch).

* The dpriors() issue from 0.3-3 remains.

# Version 0.3-4
## New features
* Add function standardizedPosterior() for standardizing posterior draws.

* Turn off posterior modes for target="jags", due to conflict between current versions of runjags and modeest.

* Rearrange posterior predictive internals.

## Bugs/glitches discovered after the release:
* The dpriors() issue from 0.3-3 remains.

* For target="jags", lv means obtained from blavInspect() (via argument 'lvmeans') are incorrect. (reported by Mauricio Garnier-Villareal)

* Use of plot() with target="stan" causes problems for future blavInspect() calls.

# Version 0.3-3
## New features
* For convergence="auto", max time was previously 5 min (undocumented). It is now Inf.
	
* Axis labels (parameter names) are now more sensible on convergence plots.

* Relative effective sample size now used to compute loo/waic SEs, and some SEs are now returned via fitMeasures().

* Added unit testing via package testthat.

* Fixed bugs from 0.3-2 (with exception of identity assignments using ':=')

## Bugs/glitches discovered after the release:
* Use of 'dpriors()': some observed variable precisions assigned latent precision (ipsi) prior; some latent means assigned observed mean (nu) prior.

# Version 0.3-2
## New features
* Conditional (on latent variables) information criteria available when save.lvs = TRUE.

* Experimental function 'blavFitIndices()' added for Bayesian versions of SEM metrics, contributed by Terrence Jorgensen.

* blavaan "intelligently" chooses target, if either runjags or rstan (but not both) is installed.

* Fixed bugs from 0.3-1, especially related to missing data in Stan.

## Bugs/glitches discovered after the release:
* Errors for Stan models with std.lv=TRUE, and an observed variable regressed on a latent variable (reported by Bo Zhang).

* Error for identity assignments using ':=' (reported by Marco Tullio Liuzza).
	
* Explicitly adding the argument 'do.fit=TRUE' fails (reported by Esteban Montenegro).
	

# Version 0.3-1
## New features
* Stan export now supported; use target="stan".

* Improved handling of complex models, including growth/change models.

* Sampling of factor scores (lvs) available via 'save.lvs=TRUE'. Samples/means can be obtained by supplying arguments 'lvs' and 'lvmeans' to 'blavInspect()'.

* Fixed bugs from 0.2-4.

## Bugs/glitches discovered after the release:
* Errors for Stan models with missing data, when there are exogenous ("x") variables.

* Errors for multi-group Stan models with std.lv=TRUE.
