Adding examples for CQR

[LacombeLouis]

Is your documentation request related to a problem? Please describe. The issue at hand is that there is too little information/examples regarding the CQR and we have not implemented a replication of the results of the paper.

Describe the solution you'd like A notebook to describe the advantages of CQR and see how it compares to quantile regression. All of this using the same synthetic data from the original paper by Romano (2019).

Full reference: Romano, Y., Patterson, E., & Candes, E. (2019). Conformalized Quantile Regression. Advances in Neural Information Processing Systems (Vol. 32). Curran Associates, Inc.