rmse <- matrix(NA_real_, nrow = 5, ncol = nvars, dimnames = list(c("pca", "drr.1",
"drr.2", "drr.3", "drr.4"), seq_len(nvars)))
for (i in seq_len(nvars)) {
pca_inv <- pca$x[, 1:i, drop = FALSE] %*% t(pca$rotation[, 1:i, drop = FALSE])
rmse["pca", i] <- sqrt(sum((my_data - pca_inv)^2))
rmse["drr.1", i] <- sqrt(sum((my_data - drr.1$inverse(drr.1$fitted.data[, 1:i,
drop = FALSE]))^2))
rmse["drr.2", i] <- sqrt(sum((my_data - drr.2$inverse(drr.2$fitted.data[, 1:i,
drop = FALSE]))^2))
rmse["drr.3", i] <- sqrt(sum((my_data - drr.3$inverse(drr.3$fitted.data[, 1:i,
drop = FALSE]))^2))
rmse["drr.4", i] <- sqrt(sum((my_data - drr.4$inverse(drr.4$fitted.data[, 1:i,
drop = FALSE]))^2))
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