pip will build from source, so its not surprising that it does not work on Windows without your system being configured properly. If you install Anaconda, you should just be able to conda install pymc ...
Migrated from pymc-devs/pymc#674 since it's a pymc2 issue. The installation is successful in the end, but I see some errors at the beginning: $ pip install pymc Collecting pymc Downloading ...
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