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: 2.2.4
Depends: R (≥ 3.1), methods, stats, zoo (≥ 0.9-1)
Suggests: testthat, vdiffr
Published: 2022-11-03
DOI: 10.32614/CRAN.package.changepoint
Author: Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths], Paul Fearnhead [ctb, ths], Robin Long [ctb], 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_2.2.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): changepoint_2.2.4.tgz, r-oldrel (arm64): changepoint_2.2.4.tgz, r-release (x86_64): changepoint_2.2.4.tgz, r-oldrel (x86_64): changepoint_2.2.4.tgz
Old sources: changepoint archive

Reverse dependencies:

Reverse depends: changepoint.geo, changepoint.influence,, deltaGseg, EnvCpt, GENEAclassify
Reverse imports: AEDForecasting, CONFESS, crossvalidationCP, densitr, envoutliers, eventstream, flowAI, flowClean, FlowScreen, ggchangepoint, goldfish, harbinger, katdetectr, msltrend, OPTS, PCDimension, phenocamr, RtsEva, sssc, STOPES, StructuralDecompose, tip, trackeRapp, TrendSLR, vanquish
Reverse suggests: atime, binsegRcpp, cycleRtools, ecolottery, fastcpd, ggfortify, jointseg, lterdatasampler


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