Is it possible to install Ubuntu in a USB device? Don't want a live version, I want to install it like it was in a partition, install programs and save files. If so, how can I do it? I haven't found anything that makes me feel comfortable. Thank you guys!
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You can just point the installer to your usb drive and it should work. Exactly the same as a normal install.
Notice that you can also create a live usb with persistence that can be used as an installer and to store your files and install packages.

Daniel
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dd
) namedcasper-rw
on the root of your usb drive and format it as a device, withmkfs.ext4 casper-rw
or create a partition on your usb drive and label it casper-rw, then format it withmkfs.ext4 /dev/sdXX
. You can find more detailed instructions on: http://askubuntu.com/questions/138356/how-do-i-get-a-live-usb-to-use-a-partition-for-persistence and http://askubuntu.com/questions/321302/xubuntu-live-usb-persistence-how-to – Daniel Jul 12 '16 at 17:32