- 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.
- 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).
- Initial version of ExtremeConformal.