My improvements

install-pyenv-win.ps1

@@ -0,0 +1,156 @@
+<#
+    .SYNOPSIS
+    Installs pyenv-win
+
+    .DESCRIPTION
+    Installs pyenv-win to $HOME\.pyenv
+    If pyenv-win is already installed, try to update to the latest version.
+
+    .PARAMETER Uninstall
+    Uninstall pyenv-win. Note that this uninstalls any Python versions that were installed with pyenv-win.
+
+    .INPUTS
+    None.
+
+    .OUTPUTS
+    None.
+
+    .EXAMPLE
+    PS> install-pyenv-win.ps1
+
+    .LINK
+    Online version: https://pyenv-win.github.io/pyenv-win/
+#>
+    
+param (
+    [Switch] $Uninstall = $False
+)
+    
+$PyEnvDir = "${env:USERPROFILE}\.pyenv"
+$PyEnvWinDir = "${PyEnvDir}\pyenv-win"
+$BinPath = "${PyEnvWinDir}\bin"
+$ShimsPath = "${PyEnvWinDir}\shims"
+    
+Function Remove-PyEnvVars() {
+    $PathParts = [System.Environment]::GetEnvironmentVariable('PATH', "User") -Split ";"
+    $NewPathParts = $PathParts.Where{ $_ -ne $BinPath }.Where{ $_ -ne $ShimsPath }
+    $NewPath = $NewPathParts -Join ";"
+    [System.Environment]::SetEnvironmentVariable('PATH', $NewPath, "User")
+
+    [System.Environment]::SetEnvironmentVariable('PYENV', $null, "User")
+    [System.Environment]::SetEnvironmentVariable('PYENV_ROOT', $null, "User")
+    [System.Environment]::SetEnvironmentVariable('PYENV_HOME', $null, "User")
+}
+
+Function Remove-PyEnv() {
+    Write-Host "Removing $PyEnvDir..."
+    If (Test-Path $PyEnvDir) {
+        Remove-Item -Path $PyEnvDir -Recurse
+    }
+    Write-Host "Removing environment variables..."
+    Remove-PyEnvVars
+}
+
+Function Get-CurrentVersion() {
+    $VersionFilePath = "$PyEnvDir\.version"
+    If (Test-Path $VersionFilePath) {
+        $CurrentVersion = Get-Content $VersionFilePath
+    }
+    Else {
+        $CurrentVersion = ""
+    }
+
+    Return $CurrentVersion
+}
+
+Function Get-LatestVersion() {
+    $LatestVersionFilePath = "$PyEnvDir\latest.version"
+    (New-Object System.Net.WebClient).DownloadFile("https://raw.githubusercontent.com/pyenv-win/pyenv-win/master/.version", $LatestVersionFilePath)
+    $LatestVersion = Get-Content $LatestVersionFilePath
+
+    Remove-Item -Path $LatestVersionFilePath
+
+    Return $LatestVersion
+}
+
+Function Main() {
+    If ($Uninstall) {
+        Remove-PyEnv
+        If ($? -eq $True) {
+            Write-Host "pyenv-win successfully uninstalled."
+        }
+        Else {
+            Write-Host "Uninstallation failed."
+        }
+        exit
+    }
+
+    $BackupDir = "${env:Temp}/pyenv-win-backup"
+    
+    $CurrentVersion = Get-CurrentVersion
+    If ($CurrentVersion) {
+        Write-Host "pyenv-win $CurrentVersion installed."
+        $LatestVersion = Get-LatestVersion
+        If ($CurrentVersion -eq $LatestVersion) {
+            Write-Host "No updates available."
+            exit
+        }
+        Else {
+            Write-Host "New version available: $LatestVersion. Updating..."
+            
+            Write-Host "Backing up existing Python installations..."
+            $FoldersToBackup = "install_cache", "versions", "shims"
+            ForEach ($Dir in $FoldersToBackup) {
+                If (-not (Test-Path $BackupDir)) {
+                    New-Item -ItemType Directory -Path $BackupDir
+                }
+                Move-Item -Path "${PyEnvWinDir}/${Dir}" -Destination $BackupDir
+            }
+            
+            Write-Host "Removing $PyEnvDir..."
+            Remove-Item -Path $PyEnvDir -Recurse
+        }   
+    }
+
+    New-Item -Path $PyEnvDir -ItemType Directory
+
+    $DownloadPath = "$PyEnvDir\pyenv-win.zip"
+
+    (New-Object System.Net.WebClient).DownloadFile("https://github.com/pyenv-win/pyenv-win/archive/master.zip", $DownloadPath)
+
+    Start-Process -FilePath "powershell.exe" -ArgumentList @(
+        "-NoProfile",
+        "-Command `"Microsoft.PowerShell.Archive\Expand-Archive -Path $DownloadPath -DestinationPath $PyEnvDir`""
+    ) -NoNewWindow -Wait
+
+    Move-Item -Path "$PyEnvDir\pyenv-win-master\*" -Destination "$PyEnvDir"
+    Remove-Item -Path "$PyEnvDir\pyenv-win-master" -Recurse
+    Remove-Item -Path $DownloadPath
+
+    # Update env vars
+    [System.Environment]::SetEnvironmentVariable('PYENV', "${PyEnvWinDir}\", "User")
+    [System.Environment]::SetEnvironmentVariable('PYENV_ROOT', "${PyEnvWinDir}\", "User")
+    [System.Environment]::SetEnvironmentVariable('PYENV_HOME', "${PyEnvWinDir}\", "User")
+
+    $PathParts = [System.Environment]::GetEnvironmentVariable('PATH', "User") -Split ";"
+
+    # Remove existing paths, so we don't add duplicates
+    $NewPathParts = $PathParts.Where{ $_ -ne $BinPath }.Where{ $_ -ne $ShimsPath }
+    $NewPathParts = ($BinPath, $ShimsPath) + $NewPathParts
+    $NewPath = $NewPathParts -Join ";"
+    [System.Environment]::SetEnvironmentVariable('PATH', $NewPath, "User")
+
+    If (Test-Path $BackupDir) {
+        Write-Host "Restoring Python installations..."
+        Move-Item -Path "$BackupDir/*" -Destination $PyEnvWinDir
+    }
+    
+    If ($? -eq $True) {
+        Write-Host "pyenv-win is successfully installed. You may need to close and reopen your terminal before using it."
+    }
+    Else {
+        Write-Host "pyenv-win was not installed successfully. If this issue persists, please open a ticket: https://github.com/pyenv-win/pyenv-win/issues."
+    }
+}
+
+Main