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# Changes/Updates to the catIrt Package #
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* Changes to catIrt 0.3-0 (2012-09-12) *
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  o  Added more termination criteria, including when the Fisher Information
     exceeds a particular threshold or when either the Fisher Information or
     SEM change less than a particular amount.  Note that the original v.term
     argument is now obsolete and replaced with p.term and i.term arguments.

  o  Added WFI (Weighted Fisher Information) function (not exported) and added
     two item selection criteria (Posterior WFI and Likelihood WFI) which both
     use the WFI function.

  o  Added IKL (Integrated KL Divergence) function (not exported) and added
     two item selection criteria (Fixed Integral KL and Variable Integral KL)
     which both use the IKL function.

  o  Changed the arguments to itChoose and exported the function so that anybody
     can use itChoose in his/her own CAT algorithm.

  o  Changed simIrt to return params with the item numbers cbind-ed onto the front
     of them, which is required for the itChoose function.

  o  The "var" option of catTerm$term no longer exists and is replaced with
     "precision" and "info".

  o  Changed catMiddle$int to catMiddle$range to reduce confusion.

  o  Changed the argument CI to conf.lev in plot.catIrt so that catIrt and
     plot.catIrt have consistent names for confidence intervals.

  o  Changed thetas in catIrt and simIrt to theta to keep consistency with other
     functions.

  o  Changed catStart$init.thet to catStar$init.theta to reduce confusion.

  o  Plotting the individual CAT progression is more customizable.

  o  The bank info functions/SEM functions are no longer able to be customized
     to prevent plotting conflicts.

  o  Fixed the SEM for WLE/BME/EAP estimation to be appropriate for the particular
     estimation methods, and added numDeriv as a required package for BME
     variance estimation.

  o  Exported [.mod and [<-.mod functions outside of the catIrt function, where
     mod is any of the IRT models.

  o  Changed a lot of the manual entries for clarity and consistency, and added a
     manual entry for the itChoose function.


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* Changes to catIrt 0.2-1 (2012-07-03) *
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  o  The format of the catIrt input function was rewritten a bit.

  o  Rather than putting everything as arguments into catSim,
     modules (startCat, middleCat, termCat) were created so that the
     package can be easily updated in the future.

  o  A Sympson-Hetter addendum to the catIrt function was added, in the hope
     of eventually writting a Sympson-Hetter function.

  o  The simple version of the GLR stopping rule was added for classification
     CAT rather than just the original SPRT method.

  o  The confidence interval stopping rule was added for classification CAT.

  o  The call was deleted to the output of catIrt because the process of updating
     the function is too tedious to make it worth while.

  o  Added an option for theta estimation from the full bank of items.  If
     EAP was selected and failed to estimate theta (due to underflow),
     full-test estimation proceeds using the BME method.


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* Changes to catIrt 0.1-1 (2011-04-02) *
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  o  Most of the functions were completely rewritten for speed.

  o  summary.catIrt and plot.catIrt were rewritten, and print commands were 
     added.

  o  summary.catIrt and print.catIrt now can display each simulees CAT
     progression.

  o  S3 method FI was added to make the code clearer.

  o  S3 classes "brm" and "grm" were added, and class "cat" was changed to 
     class "catIrt."

  o  The argument "int" was added to catIrt, and a tiny bit of code was 
     rewritten so that cat.thet estimates could not exceed int on either side.

  o  The call was added to the output of catIrt so that the update command
     would work.

  o  The eapSE command was added, and now catIrt gives the posterior
     standard deviation if score = "EAP".