Implement conformal prediction with multivariate quantiles

[gauthierthurin]

Description

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Fixes #(issue)

Type of change

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How Has This Been Tested?

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• Test A
• Test B

Checklist

Guidelines

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• I have read and followed the testing guidelines

Quality Checks

• Linting passes successfully: make lint
• Typing passes successfully: make type-check
• Unit tests pass successfully: make tests
• Coverage is 100%: make coverage
• When updating documentation: doc builds successfully and without warnings: make doc
• When updating documentation: code examples in doc run successfully: make doctest

Contribution Documentation

• I have updated the HISTORY.rst and AUTHORS.rst files

LLM Usage

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