Dear colleagues,

I Applied a series of simultations by using 42 collocation points where for each collocation point, 5 random variables and 2 outputs were defined.

I generated the PCE from this set of data but the LOO error is very large and I do not understand why. I would like to know if the written code is right:

clearvars

rng(100,‘twister’)

uqlab

IOpts.Marginals(1).Type = ‘uniform’;

IOpts.Marginals(1).Parameters = [0.0634 , 0.146];

IOpts.Marginals(2).Type = ‘uniform’;

IOpts.Marginals(2).Parameters = [1.064 , 1.464];

IOpts.Marginals(3).Type = ‘uniform’;

IOpts.Marginals(3).Parameters = [1.561 , 3.000];

IOpts.Marginals(4).Type = ‘uniform’;

IOpts.Marginals(4).Parameters = [1.29999 , 1.30001];

IOpts.Marginals(5).Type = ‘uniform’;

IOpts.Marginals(5).Parameters = [0.840 , 1.365];

myInput = uq_createInput(IOpts);

Input = nan(42,5);

PCE_IIord = importdata(‘SPW_PCE_IIord.txt’);

Input(:,1) = PCE_IIord(:,1);

Input(:,2) = PCE_IIord(:,2);

Input(:,3) = PCE_IIord(:,3);

Input(:,4) = PCE_IIord(:,4);

Input(:,5) = PCE_IIord(:,5);

Output1 = PCE_IIord(:,6);

Output2 = PCE_IIord(:,7);

MetaOpts1.Type = ‘Metamodel’;

MetaOpts1.MetaType = ‘PCE’;

MetaOpts1.ExpDesign.X = Input;

MetaOpts1.ExpDesign.Y = Output1;

MetaOpts1.Degree = 3:20;

myPCE1 = uq_createModel(MetaOpts1);

uq_print(myPCE1)

If necessary I can give the set of data.