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Welcome to Nonconform's Documentation!

Nonconform is a Python library for conformal anomaly detection that provides uncertainty quantification for PyOD detectors. It implements statistically rigorous anomaly detection with p-values and error control metrics like False Discovery Rate (FDR).

Key Features

  • Conformal Inference: Distribution-free uncertainty quantification
  • PyOD Integration: Works with popular anomaly detection library
  • Multiple Strategies: Split, Bootstrap, Cross-validation, Jackknife+
  • FDR Control: False Discovery Rate control for multiple testing
  • Weighted Conformal: Handle non-exchangeable data

Getting Started

Install Nonconform with pip:

pip install nonconform

Basic usage:

from nonconform.estimation import ConformalDetector
from nonconform.strategy import Split
from pyod.models import IForest

# Create conformal detector
detector = ConformalDetector(IForest(), Split())

# Fit and predict with p-values
detector.fit(X_train)
p_values = detector.predict(X_test)