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
Depends: R (≥ 3.0), methods, stats, zoo
Suggests: testthat
Published: 2015-11-09
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>
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.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: changepoint_2.0.1.tgz, r-oldrel: changepoint_1.1.5.tgz
OS X Mavericks binaries: r-release: changepoint_2.2.tgz
Old sources: changepoint archive

Reverse dependencies:

Reverse imports: GeoLight, MPAgenomics
Reverse suggests: cycleRtools, ggfortify