How to update everything from anaconda?

It is easy!

conda update conda
conda update anaconda
conda update --all

In Windows, if you made a “for all users” installation, it might be necessary to run from an Anaconda prompt with Administrator privileges.

This prevents the error:

ERROR conda.core.link:_execute(502): An error occurred while uninstalling package ‘defaults::conda-4.5.4-py36_0’. PermissionError(13, ‘Access is denied’)

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