Add link to TCO's repository in the risk control documentation

HISTORY.rst

@@ -5,6 +5,7 @@ History
 1.x.x (2025-xx-xx)
 ------------------
 
+* Add link to Thibault Cordier's repository on risk control
 * Add scientific references for regression conformity scores
 * Fix double inference when using `predict_set` function in split conformal classification
 * Add FAQ entry in the documentation about ongoing works to extend MAPIE for LLM control

doc/external_risk_control_package.rst

@@ -0,0 +1,10 @@
+.. _external_risk_control_package:
+
+####################################################
+Additional resources: external risk control package
+####################################################
+
+In addition to the methods implemented in MAPIE, we link to an external `repository <https://github.com/thibaultcordier/risk-control>`_ dedicated to risk control, developed by Thibault Cordier.
+This package implements the Learn-Then-Test (LTT) method and applies it to both regression and classification tasks. It also supports multi-risk and multi-threshold settings, therefore offering a comprehensive and flexible framework for a wide range of risk control scenarios.
+
+.. important:: Please note that this repository is independent from MAPIE and is not maintained by the MAPIE team.

doc/index.rst

@@ -26,6 +26,7 @@
    theoretical_description_risk_control
    examples_multilabel_classification/1-quickstart/plot_tutorial_risk_control
    notebooks_risk_control
+   external_risk_control_package
 
 .. toctree::
    :maxdepth: 2