neo4j cypher: how to change the type of a relationship

You can't, the type of a relationship is constitutive or essential, as opposed to node labels which are arbitrary bags to group nodes. (See this q/a for an analogy.) You have to create the new relationship, delete the old (and copy properties if there are any).

Unfortunately there is no direct change of rel-type possible at the moment.

You can do:

MATCH (n:User {name:"foo"})-[r:REL]->(m:User {name:"bar"})
CREATE (n)-[r2:NEWREL]->(m)
// copy properties, if necessary
SET r2 = r
WITH r
DELETE r

The answer from Michael Hunger is correct but it still need with in this cypher query. WITH can be used when you want to switch different operation in one cypher query. http://docs.neo4j.org/chunked/stable/query-with.html

MATCH (n:User {name:"foo"})-[r:REL]->(m:User {name:"bar"})
CREATE (n)-[r2:NEWREL]->(m)
SET r2 = r
WITH r
DELETE r