Setup Pystan/rstan on a Windows box?

Some time about a year ago I wrote and successfully ran a stan model in R and Python when learning to use the library. Since then I’ve updated both interfaces and the models cannot compile, seemingly due to the presence of the MSVC compiler in Python and an absence of Rtools in R.

I’m not sure that I’m having difficulty understanding why the libraries don’t run in Windows. But I am curious how most people use Stan, particularly for folks using a Windows machine. Do you use a Python/R environment in WSL or run everything via CmdStan? I’m a PhD student in statistics and would mostly demo Stan in classes, although I’d probably like to use it in my own research at some point as well.

Any pointers to getting started or posts on using Stan in Windows would be much appreciated. Also, if this is a persistent question in the community, may it be worth pinning the thread somewhere?

Thanks all!

Can you be more specific around how the current documentation doesn’t address your issues?

All of the interfaces (rstan/pystan/cmdstan/etc) have guides on how to install/use Stan on Windows, so I’m not sure what the specific issue is

PyStan doesn’t support windows.

CmdStanR and CmdStanPy would probably be much easier on the install front - you can now install CmdStanPy and CmdStan via conda-forge