11.2.21. rheia.UQ.pce.PCE.calc_loo

PCE.calc_loo()

This method evaluates the Leave-One-Out (LOO) error for the constructed PCE. The formula is adopted from Sudret et al. [1].

[1] Sudret, B. (2014). Polynomial chaos expansions and stochastic finite-element methods. In Risk and Reliability in Geotechnical Engineering.