Since emcee is a pure Python module, it should be pretty easy to install. All you’ll need numpy. There are a bunch of different ways to install and I’ll mention a few below but by far the best is to install into a virtual environment using pip.
The easiest way to install the most recent stable version of emcee is with pip:
$ pip install emcee
You might need to run this using sudo depending on your Python installation. You can also use easy_install:
$ easy_install emcee
but pip is probably better.
Alternatively, you can get the source by downloading a tarball:
$ curl -OL https://github.com/dfm/emcee/tarball/master
or zip archive:
$ curl -OL https://github.com/dfm/emcee/zipball/master
Once you’ve downloaded and unpacked the source, you can navigate into the root source directory and run:
$ python setup.py install
emcee is being developed actively on GitHub so if you feel like hacking, you can clone the source repository
git clone https://github.com/dfm/emcee.git