Building on Windows 10 using mingw32

Hi, I’m trying to build statsmodels on a Windows 10 machine (with Python 3.5, Numpy 1.10.2 and Cython 0.23.4). Since I have mingw32 I originally tried building directly with python setup.py build -c mingw32 but got the following error.

ValueError: Unknown MS Compiler version 1900

In order to attempt to solve this problem, following the discussion in this bug report, I applied the changes/patch in this pull request. However when running again python setup.py build -c mingw32 I now get the following output:

C:\Users\Pedro\Desktop\statsmodels>python setup.py build -c mingw32
Cythonizing sources
statsmodels\nonparametric\linbin.pyx has not changed
statsmodels\nonparametric\_smoothers_lowess.pyx has not changed
statsmodels\tsa\kalmanf\kalman_loglike.pyx has not changed
statsmodels\tsa\statespace\_statespace.pyx.in has not changed
running build
running build_py
copying statsmodels\version.py -> build\lib.win-amd64-3.5\statsmodels
package init file 'statsmodels\tsa\vector_ar\data\__init__.py' not found (or not a regular file)
running build_ext
Looking for python35.dll
Cannot build msvcr library: "vcruntime140d.dll" not found
building 'statsmodels.nonparametric.linbin' extension
C compiler: gcc -g -DDEBUG -DMS_WIN64 -O0 -Wall -Wstrict-prototypes

compile options: '-DNPY_MINGW_USE_CUSTOM_MSVCR -D__MSVCRT_VERSION__=0x1400 -IC:\prog-lang\python\lib\site-packages\numpy\core\include -IC:\prog-lang\python\include -IC:\prog-lang\python\include -c'
gcc -g -DDEBUG -DMS_WIN64 -O0 -Wall -Wstrict-prototypes -DNPY_MINGW_USE_CUSTOM_MSVCR -D__MSVCRT_VERSION__=0x1400 -IC:\prog-lang\python\lib\site-packages\numpy\core\include -IC:\prog-lang\python\include -IC:\prog-lang\python\include -c statsmodels/nonparametric/linbin.c -o build\temp.win-amd64-3.5\Release\statsmodels\nonparametric\linbin.o
Found executable C:\prog-tools\msys2\mingw64\bin\gcc.exe
gcc -g -shared build\temp.win-amd64-3.5\Release\statsmodels\nonparametric\linbin.o -LC:\prog-lang\python\libs -LC:\prog-lang\python\PCbuild\amd64 -lpython35 -lvcruntime140 -lucrtbase -o build\lib.win-amd64-3.5\statsmodels\nonparametric\linbin.cp35-win_amd64.pyd
C:/prog-tools/msys2/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/5.3.0/../../../../x86_64-w64-mingw32/bin/ld.exe: cannot find -lucrtbase
collect2.exe: error: ld returned 1 exit status
error: Command "gcc -g -shared build\temp.win-amd64-3.5\Release\statsmodels\nonparametric\linbin.o -LC:\prog-lang\python\libs -LC:\prog-lang\python\PCbuild\amd64 -lpython35 -lvcruntime140 -lucrtbase -o build\lib.win-amd64-3.5\statsmodels\nonparametric\linbin.cp35-win_amd64.pyd" failed with exit status 1

I checked and there is ucrtbase.dll file in C:\Windows\System32. I am probably missing something important but I have no idea what is going on. Any help will be greatly appreciated. If, for whatever reason, it is not possible to build statmodels dev on Windows, can someone point me to updated binaries? Thanks in advance!

[PetrovskYYY]

Corrected similar problem by just commenting out all (two) lines with occurrences of get_msvcr() in cygwinccompiler.py (and one “else:” line also). After this I had successfully compiled and installed and used marisa-trie by pip on Windows 10/Python 3.5/mingw32:

pip install marisa-trie
Collecting marisa-trie
  Using cached marisa-trie-0.7.2.tar.gz
Installing collected packages: marisa-trie
  Running setup.py install for marisa-trie ... done
Successfully installed marisa-trie-0.7.2

[bashtage]

Seems to be solved now.