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Installing LaTeX
You may use overleaf.com for your LaTeX projects and documents. This allows for real-time collaboration and has version control to make sure nothing is lost. It also keeps everything online in the cloud so you can access it from anywhere. Overleaf also manages the LaTeX installation, compilation and available packages.
If you want to write documents offline and locally, you must install a LaTeX distribution.
Distributions
Both MiKTeX and TeX Live are useful distributions, but TeX Live is the most complete and most used. Both of these distributions should have guides online on how to install.
The Power of Local Installation
If you've installed LaTeX locally, you can weave different programs together to make things even more flexible and powerful.
If you have pandoc
you can write a markdown file (or many other document formats) and give this file to pandoc
and tell it to give you a LaTeX compiled pdf.
You can even integrate python code which is to be run and its output used as information for the source which is to be compiled to a pdf.
Since everything is in plain text files, you may programatically alter any of these text files to do really complex things. It is, however, way outside of the scope of this course.