Dear @Aep93
Thanks for your question!
The LOO error is discussed comprehensively in the mentioned question,Acceptable LOO Error.
The main reasons to apply this magic tool are:
1- Overcoming the problem of “overfitting”
2- Scare validation set due to the high computational cost of the real model (e.g. Nonlinear FEM)
As UserManual_PCE discussed, its important to use independent validation set:
About your question:
If you run your metamodels in UQLab, the LOO error is automatically calculated but for the “Validation Error” you must have dataset!
In this context, you could run examples from your UQ_Example such as:
I hope this helps but please let me know if you have any other questions.
Best regards
Ali