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 the 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 from root. Apparently it installs per-user packages.