Dependencies update: the ExtremeCI R package has been released on CRAN! Dependency through the Remotes GitHub development repository is no longer needed.
Minor documentation changes.
ExtremeConformal 0.2.0
Implementation of weighted conformal prediction intervals for nonexchangeable data, for both extreme conformal and classical conformal methods.
The article ‘Extreme Conformal Prediction: Reliable Intervals for High-Impact Events’ describing the methodology implemented in this package has been published in Extremes: Pasche, Lam, and Engelke (2026).