get.recresid: Recursive residuals

View source: R/cusumprocess.R

get.recresidR Documentation

Recursive residuals

Description

Recursive residuals

Usage

get.recresid(formula)

Arguments

formula

Specification of the linear regression model by an object of the class "formula"

Value

A vector containing the recursive residuals

Examples

T <- 100
u <- rnorm(T,0,1)
y <- c(rep(0,T/2), rep(1,T/2)) + u
get.recresid(y~1)

ottosven/backCUSUM documentation built on April 12, 2022, 10:59 p.m.