changepoint: Methods for Changepoint Detection

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data. Many popular non-parametric and frequentist methods are included. The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Version: 2.2.2
Depends: R (≥ 3.1), methods, stats, zoo (≥ 0.9-1)
Suggests: testthat
Published: 2016-10-04
Author: Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Maintainer: Rebecca Killick <r.killick at>
BugReports: <>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Citation: changepoint citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: changepoint results


Reference manual: changepoint.pdf
Package source: changepoint_2.2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: changepoint_2.2.2.tgz, r-oldrel: changepoint_2.2.2.tgz
Old sources: changepoint archive

Reverse dependencies:

Reverse depends:, EnvCpt
Reverse imports: AEDForecasting, FlowScreen, GeoLight, MPAgenomics, msltrend
Reverse suggests: cycleRtools, ggfortify


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