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#____________________ Auxiliary functions
#' Auxiliary function computing the density of xi
#'
#' @description Density function for the random variable xi, using a lognormal density for phi=-log(1-xi)
#' @param pmu Mean parameter of the distribution.
#' @param psig Variance parameter of the distribution.
#' @param xigrid Grid of the values of xi, corresponding to its domain of definition.
#' @return Returns the density value for the given values of xi.
#' @export
xidens <- function(pmu, psig, xigrid) { sapply(xigrid, function(x) dlnorm(-log(1-x), pmu, psig)/(1-x)) }
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