Unit tests

DOC: clarified that calibration and alpha are now conformalization and confidence level #3285

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Job	Run time
build (ubuntu-latest, 3.7, 1.21.4)	6m 1s
build (ubuntu-latest, 3.8, 1.21.4)	5m 28s
build (ubuntu-latest, 3.9, 1.21.4)	5m 42s
build (ubuntu-latest, 3.10, 1.22.4)	5m 41s
build (ubuntu-latest, 3.11, 1.25.2)	5m 28s
build (windows-latest, 3.11, 1.25.2)	10m 7s
build (macos-latest, 3.10, 1.25.2)	10m 58s
	49m 25s