# Is homogeneity of variances required for changepoint analysis?

I want to perform a changepoint analysis with the help of the PELT method: Killick & al, Killick & Eckley I assume that the data are normally distributed before and after the changepoint. After reading these two papers I still do not know whether the assumption of equal variance before and after changepoint is required when using the PELT method ?

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The second document provides three changepoint methods: cpt.mean to detect changes in mean, cpt.var to detect changes in variances, and cpt.meanvar to detect changes in both (with "three distributional choices"). Does that not answer the question? –  whuber Mar 9 '12 at 21:19
No. I want to detect a change in mean, but the paper does not say whether the assumption of equal variances is required. –  Stéphane Laurent Mar 12 '12 at 8:53