R (>= 3.5.0), utility, rivernet, jpeg, fs

Multiple Change Point Analysis of Multivariate Data
This package performs hierarchical change point analysis
through the use of the energy statistic. Both agglomerative and
divisive procedures return the set of change points found.  As
well as other helpful information.

Nonparametric Multiple Change Point Analysis of Multivariate
Data
This package performs hierarchical change point analysis
through the use of U-statistics. Both agglomerative and
divisive procedures return the set of change points estimates,
and other summary information.

This package performs hierarchical change point analysis
through the use of U-statistics. Both agglomerative
and divisive procedures return the set of change points estimates,
and other summary information.

Nonparametric Multiple Change-Point Analysis of Multivariate
Data
Implements hierarchical procedures to find multiple change-points
through the use of U-statistics. The procedures do not make any
distributional assumptions other than the existence of certain
absolute moments. Both agglomerative and divisive procedures are
included. These methods return the set of estimated change-points
as well as other summary information.

Non-Parametric Multiple Change-Point Analysis of Multivariate
Data
Implements various procedures for finding
multiple change-points through the use of U-statistics.
The procedures do not make any distributional assumptions
other than the existence of certain absolute moments. Hierarchical
and exact search methods are included. All methods return the
set of estimated change-points as well as other summary information.

Nicholas A. James, Wenyu Zhang and David S. Matteson
Implements various procedures for finding
multiple change-points. Two methods make use of dynamic
programming and probabilistic pruning, with no distributional
assumptions other than the existence of certain absolute
moments in one method. Hierarchical and exact search methods
are included. All methods return the set of estimated change-
points as well as other summary information.