Metadata-Version: 2.4
Name: conformal-oracle
Version: 0.2.1
Summary: Conformal recalibration audit for tail quantile forecasters
Author-email: Daniel Traian Pele <danpele@ase.ro>
License-Expression: MIT
Keywords: conformal prediction,VaR,risk management,backtesting
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Science/Research
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Topic :: Scientific/Engineering :: Mathematics
Requires-Python: >=3.10
License-File: LICENSE
Requires-Dist: numpy>=1.24
Requires-Dist: pandas>=2.0
Requires-Dist: scipy>=1.10
Requires-Dist: statsmodels>=0.14
Requires-Dist: arch>=6.0
Requires-Dist: matplotlib>=3.7
Provides-Extra: dev
Requires-Dist: pytest>=7.0; extra == "dev"
Requires-Dist: pytest-cov>=4.0; extra == "dev"
Requires-Dist: ruff>=0.1; extra == "dev"
Requires-Dist: mypy>=1.5; extra == "dev"
Requires-Dist: scikit-learn>=1.0; extra == "dev"
Provides-Extra: chronos
Requires-Dist: chronos-forecasting>=1.5; extra == "chronos"
Requires-Dist: torch>=2.0; extra == "chronos"
Requires-Dist: transformers>=4.30; extra == "chronos"
Provides-Extra: timesfm
Requires-Dist: timesfm>=1.2; extra == "timesfm"
Requires-Dist: torch>=2.0; extra == "timesfm"
Provides-Extra: moirai
Requires-Dist: uni2ts>=0.1; extra == "moirai"
Requires-Dist: torch>=2.0; extra == "moirai"
Requires-Dist: einops>=0.6; extra == "moirai"
Requires-Dist: gluonts>=0.14; extra == "moirai"
Requires-Dist: huggingface-hub>=0.20; extra == "moirai"
Provides-Extra: lag-llama
Requires-Dist: torch>=2.0; extra == "lag-llama"
Requires-Dist: gluonts>=0.14; extra == "lag-llama"
Requires-Dist: huggingface-hub>=0.20; extra == "lag-llama"
Requires-Dist: einops>=0.6; extra == "lag-llama"
Provides-Extra: tsfm-all
Requires-Dist: chronos-forecasting>=1.5; extra == "tsfm-all"
Requires-Dist: timesfm>=1.2; extra == "tsfm-all"
Requires-Dist: uni2ts>=0.1; extra == "tsfm-all"
Requires-Dist: torch>=2.0; extra == "tsfm-all"
Requires-Dist: transformers>=4.30; extra == "tsfm-all"
Requires-Dist: gluonts>=0.14; extra == "tsfm-all"
Requires-Dist: huggingface-hub>=0.20; extra == "tsfm-all"
Requires-Dist: einops>=0.6; extra == "tsfm-all"
Dynamic: license-file
