ENH: Add the split strategy to regression class

[thibaultcordier]

Description

To make split conformal predictions, you have to pre-train a model on X_train, then use the fit method with the cv=prefit parameter with MapieRegressor on X_calib. This PR proposes to do it automatically when using the fit method with the cv=1 parameter on X = X_train U X_calib.

Fixes #3

Type of change

• New feature (non-breaking change which adds functionality)
• This change requires a documentation update

How Has This Been Tested?

• [x] Modify tests in test_regression.py file to verify the changes when using cv=1 (in particular: coverage, width)
• [x] Check if other tests need to be modified.

Checklist

• [x] I have read the contributing guidelines
• [x] I have updated the HISTORY.rst and AUTHORS.rst files
• [x] Linting passes successfully : make lint
• [x] Typing passes successfully : make type-check
• [x] Unit tests pass successfully : make tests
• [x] Coverage is 100% : make coverage
• [x] Documentation builds successfully : make doc