NEWS
ExtremeConformal 0.2.2 (2026-06-24)
ExtremeConformal 0.2.1
- 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).
ExtremeConformal 0.1.0
- Initial version of ExtremeConformal.