Unable to run 8schools on Windows 10, Microsoft R Open 3.5.3, RBuildTools 3.5

Summary:

Trying to run the "hello world" 8 schools fitting model on Windows 10 Microsoft R Open installation fails.

Description:

• Install Microsoft R Open 3.5.3 to path: C:\src\R\R353
• Set R_HOME to above path
• Install RStudio and let it use above R install
• Follow: https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started

Reproducible Steps:

See steps above.

In particular:

install.packages("rstan", repos = "https://cloud.r-project.org/", dependencies = TRUE)
pkgbuild::has_build_tools(debug = TRUE)

library("rstan") # observe startup messages
options(mc.cores = parallel::detectCores())
rstan_options(auto_write = TRUE)
Sys.setenv(LOCAL_CPPFLAGS = '-march=native')

# Sample data
schools_dat <- list(J = 8, 
                    y = c(28,  8, -3,  7, -1,  1, 18, 12),
                    sigma = c(15, 10, 16, 11,  9, 11, 10, 18))


# Estimate model with stan.
fit <- stan(file = '8schools.stan', data = schools_dat)

My output from pkgbuild:

> pkgbuild::has_build_tools(debug = TRUE)
Scanning R CMD config CC...
cc_path:  
'.exe' does not exist
Scanning path...
Scanning registry...
Found C:/RBuildTools/3.5 for 3.5 
VERSION.txt
Rtools version 3.5.0.4 
[1] TRUE

Current Output:

> fit <- stan(file = '8schools.stan', data = schools_dat)
Error in compileCode(f, code, language = language, verbose = verbose) : 
  Compilation ERROR, function(s)/method(s) not created! In file included from C:/Users/moadmin/Documents/R/win-library/3.5/BH/include/boost/random/detail/integer_log2.hpp:19:0,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/BH/include/boost/random/detail/int_float_pair.hpp:26,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/BH/include/boost/random/exponential_distribution.hpp:27,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/BH/include/boost/random/gamma_distribution.hpp:25,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/StanHeaders/include/stan/math/prim/mat/prob/dirichlet_rng.hpp:5,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/StanHeaders/include/stan/math/prim/mat.hpp:292,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/StanHeaders/include/stan/math/rev/mat.hpp:12,
                 from C:/Users/moadmin/Documents/R/win-library/3.5/StanHeaders/include/stan/
In addition: Warning message:
In system(cmd, intern = !verbose) :
  running command 'C:/src/R/R353/bin/x64/R CMD SHLIB file27f87d1f6909.cpp 2> file27f87d1f6909.cpp.err.txt' had status 1
Error in sink(type = "output") : invalid connection

Expected Output:

Fitted model object.

RStan Version:

2.19.2

R Version:

Microsoft R Open 3.5.3 which is equivalent to R 3.5.3

Operating System:

Windows 10 Enterprise 1803, OS build: 17134.950

Other Info

• I am running under admin privileges (when I run under a regular account, the above also happens)
• Unless I execute: options(buildtools.check = NULL) then RStudio keeps bugging me to install Rtools but that seems to be a red herring: https://github.com/rstudio/rstudio/issues/3563
• Since I am on Windows, I have cygwin installed with gcc --version 7.4.0. Although RBuildTools on windows comes with mingw so that shouldn't be a problem I suppose.
• I am running from behind a corporate proxy setup, but I can't imagine that's a problem here...

Please tell me what I can do to debug/fix this issue.

Reproduce the 8schools.stan example on Windows 10 with Microsoft R Open 3.5.3 and RBuildTools 3.5, starting with pkgbuild::has_build_tools(debug = TRUE) and the reported stan() call. Inspect the complete compiler output behind the R CMD SHLIB failure; done means the example compiles and returns a fitted model object.