smooth terms are now penalised and the amount of smoothing is estimated, by fitting smooths as random effects. Previously smooths were unpenalised regression splines, which are still available using fx = TRUE, for example s(x, k = 3, fx = TRUE)
the recommended smooths are first and second order random walks, using s(f, bs = "mrf", xt = list(penalty = rw_penalty(levels(f)))). The new function rw_penalty() creates the penalty, and these are fitted using sparse matrices so they are quick to fit even with many levels. Other smooths from mgcv can be used but are slower to fit
add a predict() method for efp fits, with predictions for new data, standard errors and the option to exclude random effects
fitted(type = "pi") now returns the probability of capture in each pass
add day of the year (doy) to the ef_data example dataset, a continuous covariate which can be used to fit smooth terms
add examples of smooth terms to the help and the README (#1)