Fantastic! Thank you both very much. I’m installing CmdStan right now. Unfortunately, your good advice keeps crashing against the rocks of my inexperience/ignorance/computer setup. I’m trying the fixes here but none of them seem to work either and frankly I’m befuddled as to why (I have Rtools40 installed but the basic commands like “mingw32-make --version” error out).
This is driving me crazy (not your fault! I am deeply grateful for all your help this far). As more experienced users, can you recommend a reasonably robust (i.e. not fragile) way for me to use Stan + fast R[^fn-1]? I would rather not try to manually build CmdStan from source if I can help it.
[^fn-1]: I run lots of time-series models and have definitely noticed benefits from using MRO. I’d prefer using CRAN but can’t seem to link the MKL libraries to R 4.0 using even the simple instructions (e.g. here).
I have to use a Windows machine for work and want it to be fast. I’d love to use Stan but right now it’s eating up too much of my time and energy.