May I have a question on how to solve the following problem by R code? Mainly we want to solve the equation show in the attached image. The equation is a continuous version of Markov process.
In the equation, we have been able to achieve two things using R code: [1] From year-2009 sample data, we can estimate the marginal density ‘f(x ; 2009)’ by using R function ‘density()’ [2] From appropriately grouped all sample data, we can estimate the conditional density ‘g(z|x ; 1)’ by using R function ‘cde()’ from hdrcde package Now we are searching and reading reference docs on how to solve for the long-run (ergodic) distribution ‘f(x)’. Much appreciated if any suggestions on solution steps using R; and we will be happy to provide additional references. Thanks a lot! Regards, Hong Yu
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