Installation Guide (Windows)

PyMC v3 Installation on Windows

The following instructions rely on having Anaconda or Miniforge (preferred) installed, which provide Python environments from which you can install and run PyMC in a controlled way.

Prior to installing PyMC, also ensure that you have a recent version of MinGW installed on your system (11.2.0 or greater) to provide the necessary compilers. An easy way to do this (though not the only way) is via the Chocolatey package manager:

choco install mingw

Then, installing PyMC v3 under Windows is a two-step process, with conda being used to set up an environment and then pip to install PyMC itself. Using conda allows Theano-PyMC to easily access MKL.

It is usually a good idea to install into a fresh conda environment, which we will call pymc_env:

conda create -n pymc_env -c conda-forge python libpython mkl-service numba python-graphviz scipy arviz

Next, PyMC can be installed into the environment we have created:

conda activate pymc_env
pip install pymc3

If you are updating a previous version of PyMC, you may need to remove Theano and install Theano-PyMC before updating:

conda remove theano
conda install -c conda-forge theano-pymc

PyMC v4 Installation on Windows

Until a release version of PyMC v4 is available, it must be installed directly from the repository itself:

git clone https://github.com/pymc-devs/pymc/
cd pymc
conda env create -f .\conda\windows-environment-test-py38.yml
conda activate pymc-test-py38
pip install .