$ uname -or
3.19.0-25-generic GNU/Linux
$ lsb_release -irc
Distributor ID: Ubuntu
Release: 15.04
Codename: vivid
$ python setup.py build_ext -i
running build_ext
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Some parts of p4 involving likelihood calculations, mcmc,
etc, cannot be installed. You may not really need those parts,
in which case fine.
However, if you do need those parts, they have pre-requisites
and it seems that those pre-requisites were not found.
The GSL (Gnu Scientific Library) libgsl was found.
However, the gsl header files could not be found.
If you use a package manager, maybe you need to install 'gsl-dev'?
(At least that is what setup.py thinks. But it is not very smart.
If it is wrong, see and modify 'setup.py' accordingly.)
Missing development package
Simple fix is: