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conformalForecast 0.1.0

  • First release.

Initial features

  • Provides implementations of the main conformal prediction methods:
    • scp (split conformal prediction)
    • acp (adaptive conformal prediction)
    • pid (conformal PID control method)
    • acmcp (autocorrelated multi-step conformal prediction).
  • Includes utility functions to compute coverage rates and interval widths for evaluating predictive performance.