DOCS: Review all contributions before v0.4 release

[asoplata]

Before v0.4 releases, we need to compile all the Issues and PRs since the last release which have NOT been included in "what's new", and add them to doc/whats_new.rst. One example is #914

[jasmainak]

@asoplata I usually recommend updating doc/whats_new.rst as the PR is merged. See our procedure to make a release:

https://github.com/jonescompneurolab/hnn-core/wiki/How-to-make-a-release

As you can see it's pretty involved and (usually) takes up to a day ... adding more steps to it may raise the threshold for a release even further