changepoint: An R package for changepoint analysis

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: 1.1.2
Depends: R (≥ 3.0), methods, stats
Imports: zoo
Published: 2014-03-27
Author: Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ctb], Paul Fearnhead [ctb]
Maintainer: Rebecca Killick <r.killick at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: changepoint results


Reference manual: changepoint.pdf
Package source: changepoint_1.1.2.tar.gz
MacOS X binary: changepoint_1.1.2.tgz
Windows binary:
Old sources: changepoint archive

Reverse dependencies:

Reverse depends: GeoLight
Reverse suggests: bams