nonconform 0.9.0__tar.gz

nonconform-0.9.0/.gitattributes

@@ -0,0 +1,21 @@
+# Auto detect text files and ensure they use LF line endings in the repo
+* text=auto eol=lf
+
+# Explicitly declare file types that should always have LF
+*.py text eol=lf
+*.js text eol=lf
+*.css text eol=lf
+*.html text eol=lf
+*.sh text eol=lf
+Dockerfile text eol=lf
+*.md text eol=lf
+*.json text eol=lf
+*.yaml text eol=lf
+*.yml text eol=lf
+
+# Declare files that should always have CRLF (less common)
+# *.bat text eol=crlf
+
+# Declare files that should be treated as binary (Git won't change line endings)
+*.png binary
+*.jpg binary

nonconform-0.9.0/.gitignore

@@ -0,0 +1,32 @@
+# Operating System
+.DS_STORE
+
+# Global directories
+__pycache__/
+
+# Local
+__pycache__
+*.py[cdo]
+*.pyc
+
+# Root directories
+/.env/
+/.venv/
+/.venv-wsl/
+/.idea/
+/venv/
+/dist/
+
+# Auto-generated during builds
+/src/hatch/_version.py
+
+# Sphinx documentation
+docs/build/
+docs/source/api/ # If using sphinx-apidoc and generating into source
+docs/source/_autosummary_generated/ # If using autosummary
+
+# Claude Code
+CLAUDE.md
+CLAUDE.local.md
+.claude
+.claudeignore

nonconform-0.9.0/.pre-commit-config.yaml

@@ -0,0 +1,66 @@
+# This file configures the pre-commit hooks for the project.
+# For more information, see https://pre-commit.com
+
+repos:
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v4.6.0
+    hooks:
+      - id: trailing-whitespace # Trims trailing whitespace.
+      - id: end-of-file-fixer # Ensures files end with a single newline.
+      - id: check-yaml # Checks YAML files for parseable syntax.
+      - id: check-toml # Checks TOML files for parseable syntax.
+      - id: check-json # Checks JSON files for parseable syntax.
+      - id: check-added-large-files # Prevents committing large files.
+      - id: check-case-conflict # Checks for files that would conflict on case-insensitive filesystems.
+      - id: check-merge-conflict # Checks for files that contain merge conflict strings.
+      - id: debug-statements # Checks for leftover debugger imports and calls (e.g., pdb, breakpoint()).
+
+  # Black for code formatting
+  - repo: https://github.com/psf/black
+    rev: 24.4.2
+    hooks:
+      - id: black
+
+  # Ruff for linting
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    # Check for updates: https://github.com/astral-sh/ruff-pre-commit/releases
+    rev: v0.4.4 # Make sure to use the latest version compatible with your setup
+    hooks:
+      # Run Ruff's linter.
+      - id: ruff
+        name: ruff (linter)
+        # Apply fixes for fixable violations and exit with a non-zero code if fixes were made.
+        # This ensures that if Ruff modifies files, the commit will be stopped,
+        # prompting you to `git add` the changes and re-commit.
+        args: [--fix, --exit-non-zero-on-fix]
+        # Ruff will automatically find and use your pyproject.toml configuration
+        # for selected rules, exclusions, target version, etc.
+
+  # Local hook for building Sphinx documentation
+  - repo: local
+    hooks:
+      - id: build-sphinx-docs
+        name: Build Sphinx HTML documentation
+        # Use -W to treat warnings as errors, making the check stricter.
+        # --keep-going allows Sphinx to attempt to process the rest of the docs even if errors are found early.
+        entry: sphinx-build
+        args: ["-W", "--keep-going", "-b", "html", "docs/source", "docs/build/html"]
+        language: python
+        # These dependencies are taken from your pyproject.toml [project.optional-dependencies].docs
+        # and are needed for Sphinx to build your documentation correctly.
+        additional_dependencies: [
+            "sphinx",
+            "furo",                             # Your HTML theme
+            "sphinx-autoapi",                   # For auto-generating API docs
+            "myst-parser",                      # For parsing Markdown files
+            # Your project 'nonconform' itself. AutoAPI needs to inspect its source code.
+            # Adding "." installs the current project in the pre-commit environment.
+            "."
+        ]
+        pass_filenames: false # The command operates on directories
+        # This regex triggers the hook if:
+        # 1. Any .rst, .py, or .md file in docs/source/ changes.
+        # 2. Your docs/source/conf.py changes.
+        # 3. Any .py file in your main 'nonconform' package changes (because autoapi reads these).
+        files: ^docs/source/.*\.(rst|py|md)$|^(docs/source/conf\.py)$|^nonconform/.*\.py$
+        verbose: true

nonconform-0.9.0/LICENSE

@@ -0,0 +1,28 @@
+BSD 3-Clause License
+
+Copyright (c) 2024, Oliver Hennhöfer
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+
+3. Neither the name of the copyright holder nor the names of its
+   contributors may be used to endorse or promote products derived from
+   this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

nonconform-0.9.0/PKG-INFO

@@ -0,0 +1,300 @@
+Metadata-Version: 2.4
+Name: nonconform
+Version: 0.9.0
+Summary: Conformal Anomaly Detection
+Project-URL: Homepage, https://github.com/OliverHennhoefer/nonconform
+Project-URL: Bugs, https://github.com/OliverHennhoefer/nonconform/issues
+Author-email: Oliver Hennhoefer <oliver.hennhoefer@mail.de>
+Maintainer-email: Oliver Hennhoefer <oliver.hennhoefer@mail.de>
+License: BSD 3-Clause License
+        
+        Copyright (c) 2024, Oliver Hennhöfer
+        
+        Redistribution and use in source and binary forms, with or without
+        modification, are permitted provided that the following conditions are met:
+        
+        1. Redistributions of source code must retain the above copyright notice, this
+           list of conditions and the following disclaimer.
+        
+        2. Redistributions in binary form must reproduce the above copyright notice,
+           this list of conditions and the following disclaimer in the documentation
+           and/or other materials provided with the distribution.
+        
+        3. Neither the name of the copyright holder nor the names of its
+           contributors may be used to endorse or promote products derived from
+           this software without specific prior written permission.
+        
+        THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+        AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+        IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+        DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+        FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+        DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+        SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+        CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+        OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+        OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+License-File: LICENSE
+Keywords: anomaly detection,conformal anomaly detection,conformal inference,false discovery rate,uncertainty quantification
+Classifier: Development Status :: 4 - Beta
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.12
+Requires-Dist: numpy~=1.26.0
+Requires-Dist: pandas>=2.2.1
+Requires-Dist: pyod~=2.0.3
+Requires-Dist: scikit-learn>=1.6.1
+Requires-Dist: scipy>=1.13.0
+Requires-Dist: tqdm>=4.66.2
+Provides-Extra: all
+Requires-Dist: black; extra == 'all'
+Requires-Dist: furo; extra == 'all'
+Requires-Dist: myst-parser; extra == 'all'
+Requires-Dist: online-fdr>=0.0.3; extra == 'all'
+Requires-Dist: pre-commit; extra == 'all'
+Requires-Dist: pyarrow>=16.1.0; extra == 'all'
+Requires-Dist: ruff; extra == 'all'
+Requires-Dist: sphinx; extra == 'all'
+Requires-Dist: sphinx-autoapi; extra == 'all'
+Requires-Dist: tensorflow>=2.16.1; extra == 'all'
+Requires-Dist: torch>=2.7.0; extra == 'all'
+Provides-Extra: data
+Requires-Dist: pyarrow>=16.1.0; extra == 'data'
+Provides-Extra: dev
+Requires-Dist: black; extra == 'dev'
+Requires-Dist: pre-commit; extra == 'dev'
+Requires-Dist: ruff; extra == 'dev'
+Provides-Extra: dl
+Requires-Dist: tensorflow>=2.16.1; extra == 'dl'
+Requires-Dist: torch>=2.7.0; extra == 'dl'
+Provides-Extra: docs
+Requires-Dist: furo; extra == 'docs'
+Requires-Dist: myst-parser; extra == 'docs'
+Requires-Dist: sphinx; extra == 'docs'
+Requires-Dist: sphinx-autoapi; extra == 'docs'
+Provides-Extra: fdr
+Requires-Dist: online-fdr>=0.0.3; extra == 'fdr'
+Description-Content-Type: text/markdown
+
+![Logo](./docs/img/banner_dark.png#gh-dark-mode-only)
+![Logo](./docs/img/banner_light.png#gh-light-mode-only)
+
+[![PyPI Downloads](https://static.pepy.tech/badge/nonconform)](https://pepy.tech/projects/nonconform) [![PyPI Downloads](https://static.pepy.tech/badge/nonconform/month)](https://pepy.tech/projects/nonconform) [![License](https://img.shields.io/badge/License-BSD_3--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause) ![PyPI - Python Version](https://img.shields.io/pypi/pyversions/nonconform) [![start with why](https://img.shields.io/badge/start%20with-why%3F-brightgreen.svg?style=flat)](https://www.diva-portal.org/smash/get/diva2:690997/FULLTEXT02.pdf)
+
+**nonconform** is a Python library that enhances anomaly detection by providing uncertainty quantification. It acts as a wrapper around most detectors from the popular [*PyOD*](https://pyod.readthedocs.io/en/latest/) library (see [Supported Estimators](#supported-estimators)). By leveraging one-class classification principles and **conformal inference**, **nonconform** enables **statistically rigorous anomaly detection**.
+
+# Key Features
+
+*   **Uncertainty Quantification:** Go beyond simple anomaly scores; get statistically valid _p_-values.
+*   **Error Control:** Reliably control metrics like the False Discovery Rate (FDR).
+*   **Broad PyOD Compatibility:** Works with a wide range of PyOD estimators (see [Supported Estimators](#supported-estimators)).
+*   **Flexible Strategies:** Implements various conformal strategies like Split-Conformal and Bootstrap-after-Jackknife+ (JaB+).
+
+# :hatching_chick: Getting Started
+
+```sh
+pip install nonconform
+```
+
+_For additional features, you might need optional dependencies:_
+- `pip install nonconform[data]` - Includes pyarrow for loading example data (via remote download)
+- `pip install nonconform[dl]` - Includes deep learning dependencies (TensorFlow, PyTorch)
+- `pip install nonconform[all]` - Includes all optional dependencies
+
+_Please refer to the [pyproject.toml](https://github.com/OliverHennhoefer/nonconform/blob/main/pyproject.toml) for details._
+
+## Split-Conformal (also _Inductive_) Approach
+
+Using a _Gaussian Mixture Model_ on the _Shuttle_ dataset:
+
+> **Note:** The examples below use the built-in datasets. Install with `pip install nonconform[data]` to run these examples.
+
+```python
+from pyod.models.gmm import GMM
+from scipy.stats import false_discovery_control
+
+from nonconform.strategy import Split
+from nonconform.estimation import StandardConformalDetector
+from nonconform.utils.data import load_shuttle
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+ce = StandardConformalDetector(
+    detector=GMM(),
+    strategy=Split(calib_size=1_000)
+)
+
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.2
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.108
+Empirical Power: 0.99
+```
+
+# :hatched_chick: Advanced Usage
+
+## Bootstrap-after-Jackknife+ (JaB+)
+
+The `BootstrapConformal()` strategy allows to set 2 of the 3 parameters `resampling_ratio`, `n_boostraps` and `n_calib`.
+For either combination, the remaining parameter will be filled automatically. This allows exact control of the
+calibration procedure when using a bootstrap strategy.
+
+```python
+from pyod.models.iforest import IForest
+from scipy.stats import false_discovery_control
+
+from nonconform.estimation import StandardConformalDetector
+from nonconform.strategy import Bootstrap
+from nonconform.utils.data import load_shuttle
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+ce = StandardConformalDetector(
+    detector=IForest(behaviour="new"),
+    strategy=Bootstrap(resampling_ratio=0.99, n_bootstraps=20, plus=True)
+)
+
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.1
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.067
+Empirical Power: 0.98
+```
+
+## Weighted Conformal Anomaly Detection
+
+The statistical validity of conformal anomaly detection depends on data *exchangability* (weaker than i.i.d.). This assumption can be slightly relaxed by computing weighted conformal _p_-values.
+
+```python
+from pyod.models.iforest import IForest
+from scipy.stats import false_discovery_control
+
+from nonconform.utils.data import load_shuttle
+from nonconform.estimation import WeightedConformalDetector
+from nonconform.strategy import Split
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+model = IForest(behaviour="new")
+strategy = Split(calib_size=1_000)
+
+ce = WeightedConformalDetector(detector=model, strategy=strategy)
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.1
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.077
+Empirical Power: 0.96
+```
+
+# Citation
+
+If you find this repository useful for your research, please cite following papers:
+
+##### Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectors
+```text
+@inproceedings{Hennhofer2024,
+	title        = {{ Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectors }},
+	author       = {Hennhofer, Oliver and Preisach, Christine},
+	year         = 2024,
+	month        = {Dec},
+	booktitle    = {2024 IEEE International Conference on Knowledge Graph (ICKG)},
+	publisher    = {IEEE Computer Society},
+	address      = {Los Alamitos, CA, USA},
+	pages        = {110--119},
+	doi          = {10.1109/ICKG63256.2024.00022},
+	url          = {https://doi.ieeecomputersociety.org/10.1109/ICKG63256.2024.00022}
+}
+```
+
+##### Testing for outliers with conformal p-values
+```text
+@article{Bates2023,
+	title        = {Testing for outliers with conformal p-values},
+	author       = {Bates,  Stephen and Candès,  Emmanuel and Lei,  Lihua and Romano,  Yaniv and Sesia,  Matteo},
+	year         = 2023,
+	month        = feb,
+	journal      = {The Annals of Statistics},
+	publisher    = {Institute of Mathematical Statistics},
+	volume       = 51,
+	number       = 1,
+	doi          = {10.1214/22-aos2244},
+	issn         = {0090-5364},
+	url          = {http://dx.doi.org/10.1214/22-AOS2244}
+}
+```
+##### Model-free selective inference under covariate shift via weighted conformal p-values
+```text
+@inproceedings{Jin2023,
+	title        = {Model-free selective inference under covariate shift via weighted conformal p-values},
+	author       = {Ying Jin and Emmanuel J. Cand{\`e}s},
+	year         = 2023,
+	url          = {https://api.semanticscholar.org/CorpusID:259950903}
+}
+```
+
+# Supported Estimators
+
+The package only supports anomaly estimators that are suitable for unsupervised one-class classification. As respective
+detectors are therefore exclusively fitted on *normal* (or *non-anomalous*) data, parameters like *threshold* are internally
+set to the smallest possible values.
+
+Models that are **currently supported** include:
+
+* Angle-Based Outlier Detection (**ABOD**)
+* Autoencoder (**AE**)
+* Cook's Distance (**CD**)
+* Copula-based Outlier Detector (**COPOD**)
+* Deep Isolation Forest (**DIF**)
+* Empirical-Cumulative-distribution-based Outlier Detection (**ECOD**)
+* Gaussian Mixture Model (**GMM**)
+* Histogram-based Outlier Detection (**HBOS**)
+* Isolation-based Anomaly Detection using Nearest-Neighbor Ensembles (**INNE**)
+* Isolation Forest (**IForest**)
+* Kernel Density Estimation (**KDE**)
+* *k*-Nearest Neighbor (***k*NN**)
+* Kernel Principal Component Analysis (**KPCA**)
+* Linear Model Deviation-base Outlier Detection (**LMDD**)
+* Local Outlier Factor (**LOF**)
+* Local Correlation Integral (**LOCI**)
+* Lightweight Online Detector of Anomalies (**LODA**)
+* Locally Selective Combination of Parallel Outlier Ensembles (**LSCP**)
+* GNN-based Anomaly Detection Method (**LUNAR**)
+* Median Absolute Deviation (**MAD**)
+* Minimum Covariance Determinant (**MCD**)
+* One-Class SVM (**OCSVM**)
+* Principal Component Analysis (**PCA**)
+* Quasi-Monte Carlo Discrepancy Outlier Detection (**QMCD**)
+* Rotation-based Outlier Detection (**ROD**)
+* Subspace Outlier Detection (**SOD**)
+* Scalable Unsupervised Outlier Detection (**SUOD**)
+
+# Contact
+**Bug reporting:** [https://github.com/OliverHennhoefer/nonconform/issues](https://github.com/OliverHennhoefer/nonconform/issues)

nonconform-0.9.0/README.md

@@ -0,0 +1,221 @@
+![Logo](./docs/img/banner_dark.png#gh-dark-mode-only)
+![Logo](./docs/img/banner_light.png#gh-light-mode-only)
+
+[![PyPI Downloads](https://static.pepy.tech/badge/nonconform)](https://pepy.tech/projects/nonconform) [![PyPI Downloads](https://static.pepy.tech/badge/nonconform/month)](https://pepy.tech/projects/nonconform) [![License](https://img.shields.io/badge/License-BSD_3--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause) ![PyPI - Python Version](https://img.shields.io/pypi/pyversions/nonconform) [![start with why](https://img.shields.io/badge/start%20with-why%3F-brightgreen.svg?style=flat)](https://www.diva-portal.org/smash/get/diva2:690997/FULLTEXT02.pdf)
+
+**nonconform** is a Python library that enhances anomaly detection by providing uncertainty quantification. It acts as a wrapper around most detectors from the popular [*PyOD*](https://pyod.readthedocs.io/en/latest/) library (see [Supported Estimators](#supported-estimators)). By leveraging one-class classification principles and **conformal inference**, **nonconform** enables **statistically rigorous anomaly detection**.
+
+# Key Features
+
+*   **Uncertainty Quantification:** Go beyond simple anomaly scores; get statistically valid _p_-values.
+*   **Error Control:** Reliably control metrics like the False Discovery Rate (FDR).
+*   **Broad PyOD Compatibility:** Works with a wide range of PyOD estimators (see [Supported Estimators](#supported-estimators)).
+*   **Flexible Strategies:** Implements various conformal strategies like Split-Conformal and Bootstrap-after-Jackknife+ (JaB+).
+
+# :hatching_chick: Getting Started
+
+```sh
+pip install nonconform
+```
+
+_For additional features, you might need optional dependencies:_
+- `pip install nonconform[data]` - Includes pyarrow for loading example data (via remote download)
+- `pip install nonconform[dl]` - Includes deep learning dependencies (TensorFlow, PyTorch)
+- `pip install nonconform[all]` - Includes all optional dependencies
+
+_Please refer to the [pyproject.toml](https://github.com/OliverHennhoefer/nonconform/blob/main/pyproject.toml) for details._
+
+## Split-Conformal (also _Inductive_) Approach
+
+Using a _Gaussian Mixture Model_ on the _Shuttle_ dataset:
+
+> **Note:** The examples below use the built-in datasets. Install with `pip install nonconform[data]` to run these examples.
+
+```python
+from pyod.models.gmm import GMM
+from scipy.stats import false_discovery_control
+
+from nonconform.strategy import Split
+from nonconform.estimation import StandardConformalDetector
+from nonconform.utils.data import load_shuttle
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+ce = StandardConformalDetector(
+    detector=GMM(),
+    strategy=Split(calib_size=1_000)
+)
+
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.2
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.108
+Empirical Power: 0.99
+```
+
+# :hatched_chick: Advanced Usage
+
+## Bootstrap-after-Jackknife+ (JaB+)
+
+The `BootstrapConformal()` strategy allows to set 2 of the 3 parameters `resampling_ratio`, `n_boostraps` and `n_calib`.
+For either combination, the remaining parameter will be filled automatically. This allows exact control of the
+calibration procedure when using a bootstrap strategy.
+
+```python
+from pyod.models.iforest import IForest
+from scipy.stats import false_discovery_control
+
+from nonconform.estimation import StandardConformalDetector
+from nonconform.strategy import Bootstrap
+from nonconform.utils.data import load_shuttle
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+ce = StandardConformalDetector(
+    detector=IForest(behaviour="new"),
+    strategy=Bootstrap(resampling_ratio=0.99, n_bootstraps=20, plus=True)
+)
+
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.1
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.067
+Empirical Power: 0.98
+```
+
+## Weighted Conformal Anomaly Detection
+
+The statistical validity of conformal anomaly detection depends on data *exchangability* (weaker than i.i.d.). This assumption can be slightly relaxed by computing weighted conformal _p_-values.
+
+```python
+from pyod.models.iforest import IForest
+from scipy.stats import false_discovery_control
+
+from nonconform.utils.data import load_shuttle
+from nonconform.estimation import WeightedConformalDetector
+from nonconform.strategy import Split
+from nonconform.utils.stat import false_discovery_rate, statistical_power
+
+x_train, x_test, y_test = load_shuttle(setup=True)
+
+model = IForest(behaviour="new")
+strategy = Split(calib_size=1_000)
+
+ce = WeightedConformalDetector(detector=model, strategy=strategy)
+ce.fit(x_train)
+estimates = ce.predict(x_test)
+
+decisions = false_discovery_control(estimates, method='bh') <= 0.1
+
+print(f"Empirical FDR: {false_discovery_rate(y=y_test, y_hat=decisions)}")
+print(f"Empirical Power: {statistical_power(y=y_test, y_hat=decisions)}")
+```
+
+Output:
+```text
+Empirical FDR: 0.077
+Empirical Power: 0.96
+```
+
+# Citation
+
+If you find this repository useful for your research, please cite following papers:
+
+##### Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectors
+```text
+@inproceedings{Hennhofer2024,
+	title        = {{ Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectors }},
+	author       = {Hennhofer, Oliver and Preisach, Christine},
+	year         = 2024,
+	month        = {Dec},
+	booktitle    = {2024 IEEE International Conference on Knowledge Graph (ICKG)},
+	publisher    = {IEEE Computer Society},
+	address      = {Los Alamitos, CA, USA},
+	pages        = {110--119},
+	doi          = {10.1109/ICKG63256.2024.00022},
+	url          = {https://doi.ieeecomputersociety.org/10.1109/ICKG63256.2024.00022}
+}
+```
+
+##### Testing for outliers with conformal p-values
+```text
+@article{Bates2023,
+	title        = {Testing for outliers with conformal p-values},
+	author       = {Bates,  Stephen and Candès,  Emmanuel and Lei,  Lihua and Romano,  Yaniv and Sesia,  Matteo},
+	year         = 2023,
+	month        = feb,
+	journal      = {The Annals of Statistics},
+	publisher    = {Institute of Mathematical Statistics},
+	volume       = 51,
+	number       = 1,
+	doi          = {10.1214/22-aos2244},
+	issn         = {0090-5364},
+	url          = {http://dx.doi.org/10.1214/22-AOS2244}
+}
+```
+##### Model-free selective inference under covariate shift via weighted conformal p-values
+```text
+@inproceedings{Jin2023,
+	title        = {Model-free selective inference under covariate shift via weighted conformal p-values},
+	author       = {Ying Jin and Emmanuel J. Cand{\`e}s},
+	year         = 2023,
+	url          = {https://api.semanticscholar.org/CorpusID:259950903}
+}
+```
+
+# Supported Estimators
+
+The package only supports anomaly estimators that are suitable for unsupervised one-class classification. As respective
+detectors are therefore exclusively fitted on *normal* (or *non-anomalous*) data, parameters like *threshold* are internally
+set to the smallest possible values.
+
+Models that are **currently supported** include:
+
+* Angle-Based Outlier Detection (**ABOD**)
+* Autoencoder (**AE**)
+* Cook's Distance (**CD**)
+* Copula-based Outlier Detector (**COPOD**)
+* Deep Isolation Forest (**DIF**)
+* Empirical-Cumulative-distribution-based Outlier Detection (**ECOD**)
+* Gaussian Mixture Model (**GMM**)
+* Histogram-based Outlier Detection (**HBOS**)
+* Isolation-based Anomaly Detection using Nearest-Neighbor Ensembles (**INNE**)
+* Isolation Forest (**IForest**)
+* Kernel Density Estimation (**KDE**)
+* *k*-Nearest Neighbor (***k*NN**)
+* Kernel Principal Component Analysis (**KPCA**)
+* Linear Model Deviation-base Outlier Detection (**LMDD**)
+* Local Outlier Factor (**LOF**)
+* Local Correlation Integral (**LOCI**)
+* Lightweight Online Detector of Anomalies (**LODA**)
+* Locally Selective Combination of Parallel Outlier Ensembles (**LSCP**)
+* GNN-based Anomaly Detection Method (**LUNAR**)
+* Median Absolute Deviation (**MAD**)
+* Minimum Covariance Determinant (**MCD**)
+* One-Class SVM (**OCSVM**)
+* Principal Component Analysis (**PCA**)
+* Quasi-Monte Carlo Discrepancy Outlier Detection (**QMCD**)
+* Rotation-based Outlier Detection (**ROD**)
+* Subspace Outlier Detection (**SOD**)
+* Scalable Unsupervised Outlier Detection (**SUOD**)
+
+# Contact
+**Bug reporting:** [https://github.com/OliverHennhoefer/nonconform/issues](https://github.com/OliverHennhoefer/nonconform/issues)