We define a dense grid of scaling factors, ranging from “very small” to “very large”. Stephens16 suggests a way to select suitable limits (ωmin,ωmax) for this grid in the univariate case; we apply this method to each condition r, and take the smallest ωmin and the largest ωmax as the grid limits. The internal points of the grid are obtained, as in the univariate case16, by setting ωl= ωmax/ml−1, for l = 1,…,L, where m > 1 is a user-tunable parameter that controls the grid density, and L is chosen to be just large enough so that ωL< ωmin. We use m=2.
