Changelog
Source:NEWS.md
ExtremeConformal 0.2.0
- The article ‘Extreme Conformal Prediction: Reliable Intervals for High-Impact Events’ describing the methodology implemented in this package has been published in the journal Extremes: Pasche, Lam, and Engelke (2026).
- Implementation of weighted conformal prediction intervals for nonexchangeable data, for both extreme conformal and classical conformal methods.