Ok, I just tried out both a virtualbox and a wsl1 approach (ubuntu 18.04 within win10, rstan), on kalman filtering / matrix exponential recursions. the virtualbox approach is similar to native win10, the wsl1 approach is ~ 1.5x faster than native win10. based on average time taken to perform 1 log prob / gradient calculation over a lot of data. No difference comparing rtools 3.5 to 4.0, unfortunately. is the windows port of gcc really so bad? seems impressive…