

   CCUUSSUUMM--TTeesstt

        raintest(formula, data=list())

   AArrgguummeennttss::

    formula: a symbolic describtion for the model to be tested

       data: an optional data frame containing the variables in
             the model.  By default the variables are taken
             from the environment which 'custest' is called
             from

   DDeessccrriippttiioonn::

        `custest' performs the CUSUM-Tests against structural
        change. This test is based on recursive residuals and
        returns a random walk.

   VVaalluuee::

        A vector containing the random-walk.

   AAuutthhoorr((ss))::

        Torsten Hothorn <hothorn@amadeus.statistik.uni-dort-
        mund.de>

   RReeffeerreenncceess::

        Kraemer, W., Sonnberger, H. (1986): The linear regres-
        sion model under test

   SSeeee AAllssoo::

        `lm'

   EExxaammpplleess::

        # generate regressor
        x <- c(1:30);
        # generate a structural change
        y <- c(1*x[1:10], 3*x[11:30]) + rnorm(30,0,1);
        # perform CUSUM-Test
        rw <- custest(y ~x -1);
        # plot random walk
        plot(rw);

