Abstract We here present CLUES2, a full-likelihood method to infer natural selection from sequence data that is an extension of the method CLUES. We make several substantial improvements to the CLUES method that greatly increases both its applicability and its speed. We add the ability to use ancestral recombination graphs on ancient data as emissions to the underlying hidden Markov model, which enables CLUES2 to use both temporal and linkage information to make estimates of selection coefficients. We also fully implement the ability to estimate distinct selection coefficients in different epochs, which allows for the analysis of changes in selective pressures through time, as well as selection with dominance. In addition, we greatly increase the computational efficiency of CLUES2 over CLUES using several approximations to the forward–backward algorithms and develop a new way to reconstruct historic allele frequencies by integrating over the uncertainty in the estimation of the selection coefficients. We illustrate the accuracy of CLUES2 through extensive simulations and validate the importance sampling framework for integrating over the uncertainty in the inference of gene trees. We also show that CLUES2 is well-calibrated by showing that under the null hypothesis, the distribution of log-likelihood ratios follows a χ2 distribution with the appropriate degrees of freedom. We run CLUES2 on a set of recently published ancient human data from Western Eurasia and test for evidence of changing selection coefficients through time. We find significant evidence of changing selective pressures in several genes correlated with the introduction of agriculture to Europe and the ensuing dietary and demographic shifts of that time. In particular, our analysis supports previous hypotheses of strong selection on lactase persistence during periods of ancient famines and attenuated selection in more modern periods.