R help - Jul 2011 - How to solve ergodic density/distribution using R

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

Hello,
Can I tell about someone¡¦s academic cheating behavior in the mailing list?  For
I knew this person through this R mailing list.  Thanks!
Regards,
Hong Yu
 
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May I have a question about dlmForecast() function in the package 'dlm'?

This function 'dlmForecast()' currently only deals with constant models.
May anyone suggest on how to predict using non-constant model?  Thanks a lot!
 
Regards,
 
Hong Yu
 
  		 	   		  
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