Steve,
Thanks for that tip. Just so everyone knows, Steve's link is useful for Windows users. For Mac OS and Linux, I strongly suggest you use some form of (Ana)conda. Every platform has a different variant.
Thanks again Steve. Hope everyone is getting Python running on their systems. Once you get Python running, time to roll up your sleeves and get Julia installed and running:
Very fast implementation of stan....VERY fast. The slow part is getting stan to speed up but that ain't gonna happen until Gelman improves the code. In the meantime, give all these options a try and let the rest of us know how things go.