This function computes the Norm-A prior proposed in Du, Kao and Kou (2015), which is used under conjugate normal assumption. The variance σ^2 is assumed to be drawn from an inverse Gamma distribution with shape parameter ν0 and scale parameter σ0^2, while mean is assumed to be drawn from a normal distribution with mean μ0 and variance σ^2/κ0.
Observed data in vector form where each element represents a single observation.
See Manual.pdf in "data" folder.
Vector for prior parameters in the order of (μ0, κ0, ν0, σ0^2)
Chao Du, Chu-Lan Michael Kao and S. C. Kou (2015), "Stepwise Signal Extraction via Marginal Likelihood". Forthcoming in Journal of American Statistical Association.
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