Thank you @sree_datta. I agree with you, open source gives us endless freedom to getting creative but also comes with challenges.
Like you , I use R/Rstan/Brms mainly when it comes to Bayesian modeling, but wanted to have both Rstan and Pymc living nicely together on my windows computer.
I don’t recall having issues with setting up Rstan as Rtools is pretty packaged nicely for windows, unlike pymc3.
There is also Pyro built on top of PyTorch, and I didn’t have issues installing it, but i find it more involved and not as easy to include in projects pipelines
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