ENH: Adapt the split and cross strategies to quantile regression class

[thibaultcordier]

Description

At the moment, conformalized quantile regression has only been implemented with the split-conformal strategy. It would be worth extending it to cross-CQR with the cv argument. This PR proposes to adapt the quantile regression class for split and cross conformal strategies by adding to the init method the cv parameter so that it is comparable to the regression class.

Fixes #4

Type of change

Please remove options that are irrelevant.

• 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?

• [x] Uniformisation of regression tests (for cross settings).
• [x] Adaptation of quantile regression tests to changes.

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