LSBP_density: Conditional density for a LSBP model
In blindedmanuscript/LSBP: Dependent Logit Stick-Breaking Process

Evaluate the conditional density of a LSBP given the parameters.

1	LSBP_density(y, X1, X2, beta, alpha, tau)

`y`	A value of which the conditional density has to be computed
`X1`	A `n x p_kernel` design matrix for the kernel
`X2`	A `n x p_mixing` design matrix for the stick-breaking weights
`beta`	A `H x p_kernel` dimensional matrix of coefficients for the linear predictor of the kernel
`alpha`	A `H-1 x p_mixing` dimensional matrix of coefficients for the linear predictor of the stick-breaking weights
`tau`	A `H` dimensional vector of coefficients for the kernel precision