R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
ExtremeConformal
View on CRAN: Click
here
Download and install ExtremeConformal package within the R console
Install from CRAN:
install.packages("ExtremeConformal")
Install from Github:
library("remotes")
install_github("cran/ExtremeConformal") Install by package version:
library("remotes")
install_version("ExtremeConformal", "0.2.2") Attach the package and use:
library("ExtremeConformal")
Maintained by
Olivier C. Pasche
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-24
Latest Update: 2026-06-24
Description:
This new extreme conformal prediction framework provides informative prediction intervals at the high-confidence levels for which classical conformal methods fail. In applications with potentially high-impact events, a very high level of confidence is often required for predictions. If that level is too large relative to the amount of data used for calibration, classical conformal methods provide infinitely wide, thus, uninformative prediction intervals. Our extreme conformal procedure bridges extreme value statistics and conformal prediction to provide reliable and informative prediction intervals with high-confidence coverage, which can be constructed using any black-box extreme quantile regression method. A weighted version of the approach can account for nonstationary data. The methodology was introduced in Pasche, Lam, and Engelke (2026) <doi:10.1007/s10687-026-00536-9>.
How to cite:
Olivier C. Pasche (2026). ExtremeConformal: Extreme Conformal Prediction Intervals. R package version 0.2.2, https://cran.r-project.org/web/packages/ExtremeConformal. Accessed 14 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited ExtremeConformal R package
View ExtremeConformal citation profile
Other R packages that ExtremeConformal depends,
imports, suggests or enhances
Complete documentation for ExtremeConformal
Functions, R codes and Examples using
the ExtremeConformal R package
Full ExtremeConformal package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
AutoWeatherIndices
Weather indices are formed from weather variables in this package. The users can input any number of ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Achal Lama (view profile)
surveyCV
Functions to generate K-fold cross validation (CV) folds and CV test error estimates that take into ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jerzy Wieczorek (view profile)
maGUI
Provides a comprehensive graphical user interface for analysis of Affymetrix, Agilent, Illumina, Nim ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Dhammapal Bharne (view profile)
pps
Functions to select samples using PPS (probability proportional to size) sampling. The package also ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jack G. Gambino (view profile)
27,806
R Packages
239,283
Dependencies
73,837
Author Associations
27,807
Publication Badges
