/usr/share/openturns/validation/validElliptical.sce is in openturns-validation 1.5-7build2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 | mean=[0,0,0]
sigma=[1,2,3]
R=[1,0.5,0;0.5,1,0.5;0,0.5,1]
C=diag(sigma)*R*diag(sigma)
cholesky=chol(C)'
inverseCholesky=cholesky^(-1)
inverseR=R^(-1)
inverseCovariance=C^(-1)
normalizationFactor=1/sqrt(det(C))
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