Package index

Extreme conformalization

The main function, performing the extreme conformalization procedure, to return the score-quantile conformal correction to be added to the base extreme quantile predictions.

conformalize_EQR_unilat()

Single-sided extreme conformal prediction

Prediction helpers

Helper functions, adding the pre-estimated score-quantile conformal correction to extreme quantile predictions.

conformal_PI_unilat()

Single-sided conformal prediction interval from conformalizer

block_weighted_conformal_PI_unilat()

Single-sided block-weighted conformal prediction interval from conformalizer