Calculate the optimal Ad Stock in R

adstock.r

optimizeAdStock <- function(grp,sales){

	rmax <- 0
	corrmax <- -1
	rates <- seq(0.00, 1.00, by = 0.01)
	corrs <- vector()

	for(r in rates){
		adstock <- stats::filter(grp, filter=r, method = "recursive")
		corr <- cor(adstock,sales)
		if(corr>corrmax){
			corrmax <- corr
			rmax <- r
		}
		corrs <- append(corrs, corr)
	}
	
	plot(rates,corrs)
	sprintf("忘却率が%fのとき相関係数は最大値%f",rmax,corrmax)
}