File: LinearModelValidation.py

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openturns 1.26-4
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import openturns as ot
import openturns.viewer as otv
import openturns.experimental as otexp

func = ot.SymbolicFunction(
    ["x1", "x2", "x3"], ["x1 + x2 + sin(x2 * 2 * pi_) / 5 + 1e-3 * x3^2"]
)

dimension = 3

distribution = ot.JointDistribution([ot.Normal()] * dimension)
sampleSize = 50
inputSample = distribution.getSample(sampleSize)
outputSample = func(inputSample)
algo = ot.LinearModelAlgorithm(inputSample, outputSample)
algo.run()
result = algo.getResult()
splitter = ot.LeaveOneOutSplitter(sampleSize)
validation = otexp.LinearModelValidation(result, splitter)
graph = validation.drawValidation()
otv.View(graph)