Install Pystan on Windows

Install Pystan: https://github.com/stan-dev/pystan

1. Install Visual Studio 2017 & Visual Studio C++ Build Tool 2015 at http://landinghub.visualstudio.com/visual-cpp-build-tools

2. Update Conda

conda update conda

conda update --all

3. Recheck the dependencies

pip install setuptool

conda install numpy cython matplotlib scipy pandas

4. Install gcc compiler components

conda install libpython

conda install -c msys2 m2w64-toolchain=5.3.0

5. created distutils.cfg file inside Anaconda3\Lib\distutils folder with the following:

[build]

compiler = mingw32

6. Git at https://git-scm.com/downloads

git clone --recursive https://github.com/stan-dev/pystan.git

7. Compile from the source code

python setup.py build --compiler=mingw32

python setup.py install

P.S. The solution for the issue: Cannot build msvcr library: "vcruntime140d.dll" not found

Copy vcruntime140d.dll from C:\Windows\System32 to any folder, which is reachable through the path in the system variable