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I tried Caliburn.Micro for the first time today and as a couple of others experienced I initially had problems due to AppBootstrapper and some other files not being copied/included to the solution when using NuGet.
After I resolved that I was experimenting, moving ShellView.xaml into a Views folder (and the ShellViewModel into a ViewModels folder) and amending the namespace(s) accordingly. Unfortunately during this I accidentally named the folder 'ViewModel' (singular), as I was amending the namespace I noticed this typo and so changed the namespace to match the folder name. The project compiled but at run-time I got the "Cannot find view for CaliburnTest1.ViewModel.ShellViewModel.". Obviously changing the namespace to 'ViewModels', regardless of its actual location, resolved this problem.
It seems to me that this is exceedingly restrictive, I should be free to use namespace names of my choice.