You can't in the UI.
It's actually quite easy in the database though (caveats - NEVER run SQL on a Jira while it is running, and ALWAYS backup before you do this, and do a full reindex afterwards)
See https://confluence.atlassian.com/display/JIRA/Changing+Custom+Field+Types
Note that you can't go the other way, unless you're happy to lose data.
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