NEWS

ExtremeConformal 0.2.2 (2026-06-24)

The ExtremeConformal R package has been accepted for publication on the Comprehensive R Archive Network (CRAN)! It is now officially released on https://cran.r-project.org/package=ExtremeConformal, with doi:10.32614/CRAN.package.ExtremeConformal. One can now install ExtremeConformal by simply calling install.packages("ExtremeConformal") in R.

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).