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opam - OCaml Package Manager

OPAM is a source-based package manager for OCaml. It supports
multiple simultaneous compiler installations, flexible package
constraints, and a Git-friendly development workflow.

Managing your OCaml installation can be as simple as:

    opam list -a       # List the available packages
    opam install lwt   # Install LWT
    opam update        # Update the package list
    ...
    opam upgrade       # Upgrade installed packages to their latest version


It has to be initialized. To do it, you can use the following command:
opam init

It is not recommended to run opam as root. Apparently it installs
per-user packages.