evaluateNormalDistributionsEigen<-function(PCAFactorTimeSeriesMatrix, eigenValues){
normalFitList<-lapply(1:ncol(PCAFactorTimeSeriesMatrix)
,function(i){
evaluationResult<-ADGofTest::ad.test(
x = coredata(PCAFactorTimeSeriesMatrix[,i])*sqrt(eigenValues[i])
, distr.fun = pnorm
, mean = 0
, sd = 1
)
return(evaluationResult)
}
)
return(normalFitList)
}
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