To set the default action from index to any other you want to override property of the class $defaultAction. Example of set the default action with the index on the test:

class MyTestController extends Controller {  
    * Default action
    * @var string
    public $defaultAction = 'test';  
    public function actionTest() {  
        //your code

After you specify a property of the class $defaultAction application will apply to the test method for the url: index.php?r=myTest or if the included friendly url: /myTest