Install CmdStan for R in Windows

Assuming that Rtools is already installed, these are the steps to install cmdstanr from RStudio in Windows 10:

install.packages("devtools")
devtools::install_github("stan-dev/cmdstanr")
library(cmdstanr)

This is cmdstanr version 0.5.3 – CmdStanR documentation and vignettes: mc-stan.org/cmdstanr – CmdStan path: C:/Users/tonis/Documents/.cmdstan/cmdstan-2.30.0 – CmdStan version: 2.30.0 A newer version of CmdStan is available. See ?install_cmdstan() to install it. To disable this check set option or environment variable CMDSTANR_NO_VER_CHECK=TRUE.

check_cmdstan_toolchain()

Error: Rtools42 installation found but the toolchain was not installed. Run cmdstanr::check_cmdstan_toolchain(fix = TRUE) to fix the issue. cmdstanr::check_cmdstan_toolchain(fix = TRUE)

Installing mingw32-make and g++ with Rtools42. The C++ toolchain required for CmdStan is setup properly!

check_cmdstan_toolchain()

The C++ toolchain required for CmdStan is setup properly!

install_cmdstan() # This check, download and install the latest release (it takes long!)

[…]

* Finished installing CmdStan to C:/Users/you/Documents/.cmdstan/cmdstan-2.31.0 CmdStan path set to: C:/Users/you/Documents/.cmdstan/cmdstan-2.31.0

 

«The install_cmdstan() function attempts to download and install the latest release of CmdStan. Installing a previous release or a new release candidate is also possible by specifying the version or release_url argument. The rebuild_cmdstan() function cleans and rebuilds the CmdStan installation. Use this function in case of any issues when compiling models.«

From time to time it might be worth to check if a new version is available. In such case, install_cmdstan() and rebuild_cmdstan()will do rest.

If all goes well, you can use backend = "cmdstanr« to fit brms models.

The main reference to this summary is the CmdStan User’s Guide.

Read also this page with some other recommendations, for example:

Instead of installing R in the standard location, C:\Program Files\R\R-x.y.z, I suggest that you use C:\R\R-x.y.z. Again, x.y.z is the current version of R. This will allow you to install packages in the main R library without running R with administrator privileges and may avoid problems that sometimes occur when there are spaces in paths.

 

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