Other packages > Find by keyword >

ExtremeConformal  

Extreme Conformal Prediction Intervals
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]
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 13 Oct. 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

robust2sls  
Outlier Robust Two-Stage Least Squares Inference and Testing
An implementation of easy tools for outlier robust inference in two-stage least squares (2SLS) mode ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
weibullness  
Goodness-of-Fit Test for Weibull Distribution (Weibullness)
Conducts a goodness-of-fit test for the Weibull distribution (referred to as the weibullness test) a ...
Download / Learn more Package Citations See dependency  
covid19us  
Cases of COVID-19 in the United States
A wrapper around the 'COVID Tracking Project API' providing data o ...
Download / Learn more Package Citations See dependency  
dafs  
Data Analysis for Forensic Scientists
Data and miscellanea to support the book "Introduction to Data analysis with R for Forensic Scientis ...
Download / Learn more Package Citations See dependency  

29,000

R Packages

247,686

Dependencies

76,729

Author Associations

29,001

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA