Pi-Change: Change Point Detection with Prior-Informed Penalties // PI-Change is a prior-informed multiple change point detection method that incorporates prespecified plausible change point locations through a time-varying penalized likelihood. The method extends multiple change point detection beyond purely data-driven segmentation by allowing external knowledge about plausible change point locations to enter the objective function; see Jacobs and Chen (2026) doi:10.48550/arXiv.2605.01003.