Scale selection RGMWM

[stephaneguerrier]

We need to be able to select scales to run the RGMWM. This should be done case by case. I think the default should be:

(1) If model is stationary: use the first (p+1) scales where p denotes the number of parameters in the model. (2) If model is non-stationary use all scales.

Of course, there should be an option to use all scales in (1) as well.