Michael Baudin

### What happened? For most distributions, the default value of the location parameter is zero. For `Gumbel`, there is no default value of the parameter, which is unexpected. By the...

Documentation updates

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This PR gathers various documentation updates

### What happened? The computeComplementaryCDF and computeSurvivalFunction methods are unclear. Their meaning is different, but the documentation does not state clearly the difference in the multivariate case. I share below...

There are many undocumented ResourceMap keys

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There are many undocumented ResourceMap keys. For example, `GeneralLinearModelAlgorithm` uses the `GeneralLinearModelAlgorithm-StartingScaling` key: https://github.com/openturns/openturns/blob/bc1ba291d2377bdd2bbefce9009f1790e3443305/lib/src/Uncertainty/Algorithm/MetaModel/Kriging/GeneralLinearModelAlgorithm.cxx#L651 but this is not documented in: http://openturns.github.io/openturns/master/user_manual/response_surface/_generated/openturns.GeneralLinearModelAlgorithm.html This is a bug because the developer did not...

Polynomial chaos cross-validation

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The goal of this PR is to provide leave-one-out cross validation to polynomial chaos and linear least squares. ## The problem The goal of this PR is to provide fast...

getCovariance can produce a wrong error message

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### What happened? In the script, I create a Taylor expansion of a physical model g. The model has input dimension 4 and output dimension 1. Then I get the...

The MetaModelResult class is not robust to wrong input arguments

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### What happened? The constructor of the MetaModelResult can be improved in the sense that exceptions should be raised in cases where the current implementation remains silent. 1. Code: The...

Compute conditional expectation of a PCE

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This PR computes the conditional expectation of a polynomial chaos expansion. Indeed, the conditional expectation of a PCE is a PCE. In this case, computing the conditional expectation of a...

Update KarhunenLoeveSVDAlgorithm_doc.i.in

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One user searched for the principal component analysis in the library. This PR mentions the equivalence of Karhunen-Loeve decomposition with principal component analysis (PCA) in the help page of `KarhunenLoeveSVDAlgorithm`.

Improve linear model

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The goal of this PR is to improve the features and documentation of the linear model. PS The PR contains the sub-part of #2373 which does not have any link...