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clang support with openmp #4

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@virajmahesh

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@virajmahesh

It seems that installing autoregressive on OS X doesn't pass include_dirs to clang.

Here's my output from running pip install autoregressive:

➜  autoregressive git:(master) ✗ pip install autoregressive
Collecting autoregressive
  Using cached autoregressive-0.1.0.tar.gz
Requirement already satisfied (use --upgrade to upgrade): Cython>=0.20.1 in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): numpy in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): scipy in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): matplotlib in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): pybasicbayes in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): pyhsmm in /usr/local/lib/python2.7/site-packages (from autoregressive)
Requirement already satisfied (use --upgrade to upgrade): pytz in /usr/local/lib/python2.7/site-packages (from matplotlib->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): python-dateutil in /usr/local/lib/python2.7/site-packages (from matplotlib->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): cycler in /usr/local/Cellar/matplotlib/1.5.0/libexec/lib/python2.7/site-packages (from matplotlib->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): pyparsing!=2.0.0,!=2.0.4,>=1.5.6 in /usr/local/lib/python2.7/site-packages (from matplotlib->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): future in /usr/local/lib/python2.7/site-packages (from pybasicbayes->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): nose in /usr/local/Cellar/matplotlib/1.5.0/libexec/lib/python2.7/site-packages (from pybasicbayes->autoregressive)
Requirement already satisfied (use --upgrade to upgrade): six>=1.5 in /usr/local/Cellar/matplotlib/1.5.0/libexec/lib/python2.7/site-packages (from python-dateutil->matplotlib->autoregressive)
Building wheels for collected packages: autoregressive
  Running setup.py bdist_wheel for autoregressive ... error
  Complete output from command /usr/local/opt/python/bin/python2.7 -u -c "import setuptools, tokenize;__file__='/private/var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-build-bV2uEr/autoregressive/setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" bdist_wheel -d /var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/tmp8vEcKCpip-wheel- --python-tag cp27:
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build/lib.macosx-10.11-x86_64-2.7
  creating build/lib.macosx-10.11-x86_64-2.7/autoregressive
  copying autoregressive/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
  copying autoregressive/distributions.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
  copying autoregressive/models.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
  copying autoregressive/util.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
  running build_ext
  building 'autoregressive.messages' extension
  creating build/temp.macosx-10.11-x86_64-2.7
  creating build/temp.macosx-10.11-x86_64-2.7/autoregressive
  clang -fno-strict-aliasing -fno-common -dynamic -g -O2 -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/usr/local/include -I/usr/local/opt/openssl/include -I/usr/local/opt/sqlite/include -I/usr/local/Cellar/python/2.7.11/Frameworks/Python.framework/Versions/2.7/include/python2.7 -c autoregressive/messages.cpp -o build/temp.macosx-10.11-x86_64-2.7/autoregressive/messages.o -O2 -fopenmp -std=c++11 -DEIGEN_NO_MALLOC -DNDEBUG -w
  autoregressive/messages.cpp:346:10: fatal error: 'numpy/arrayobject.h' file not found
  #include "numpy/arrayobject.h"
           ^
  1 error generated.
  error: command 'clang' failed with exit status 1

  ----------------------------------------
  Failed building wheel for autoregressive
  Running setup.py clean for autoregressive
Failed to build autoregressive
Installing collected packages: autoregressive
  Running setup.py install for autoregressive ... error
    Complete output from command /usr/local/opt/python/bin/python2.7 -u -c "import setuptools, tokenize;__file__='/private/var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-build-bV2uEr/autoregressive/setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record /var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-5d8KWZ-record/install-record.txt --single-version-externally-managed --compile:
    running install
    running build
    running build_py
    creating build
    creating build/lib.macosx-10.11-x86_64-2.7
    creating build/lib.macosx-10.11-x86_64-2.7/autoregressive
    copying autoregressive/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
    copying autoregressive/distributions.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
    copying autoregressive/models.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
    copying autoregressive/util.py -> build/lib.macosx-10.11-x86_64-2.7/autoregressive
    running build_ext
    building 'autoregressive.messages' extension
    creating build/temp.macosx-10.11-x86_64-2.7
    creating build/temp.macosx-10.11-x86_64-2.7/autoregressive
    clang -fno-strict-aliasing -fno-common -dynamic -g -O2 -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/usr/local/include -I/usr/local/opt/openssl/include -I/usr/local/opt/sqlite/include -I/usr/local/Cellar/python/2.7.11/Frameworks/Python.framework/Versions/2.7/include/python2.7 -c autoregressive/messages.cpp -o build/temp.macosx-10.11-x86_64-2.7/autoregressive/messages.o -O2 -fopenmp -std=c++11 -DEIGEN_NO_MALLOC -DNDEBUG -w
    autoregressive/messages.cpp:346:10: fatal error: 'numpy/arrayobject.h' file not found
    #include "numpy/arrayobject.h"
             ^
    1 error generated.
    error: command 'clang' failed with exit status 1

    ----------------------------------------
Command "/usr/local/opt/python/bin/python2.7 -u -c "import setuptools, tokenize;__file__='/private/var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-build-bV2uEr/autoregressive/setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record /var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-5d8KWZ-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /private/var/folders/x9/fz1dz2n573x2pyfbgy358dph0000gn/T/pip-build-bV2uEr/autoregressive

How do I fix this? I tried cloning the repo and manually running python setup.py install but it doesn't seem to work.

I also tried searching for using include_dirs with setup but there doesn't seem to be much advice about configuration

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