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Installing the package in Python is no problem. Finally Jax started working in Windows. The author's persistence deserves respect.
Installing a package in R is a tragedy. Each library call creates a new environment in random directories. The unacceptable form of installation makes it impossible to directly use the package in R, it is possible through the reticulate.
If you think that the package needs an isolated environment, create it calling it "r-nnetsauce". First, check whether miniconda is installed and whether such an environment may already exist.
Write a simple setup function. Look how this is solved in the "modeltime.gluonts" package.
Good luck
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