The infpy package depends on the python packages cookbook, numpy, scipy and matplotlib. If these are present installation should be straightforward with your preferred method.
On Ubuntu:
sudo apt-get install python-numpy
sudo apt-get install python-scipy
sudo apt-get install python-matplotlib
sudo apt-get install python-pip
sudo pip install infpy cookbook
On a generic Linux/UNIX system with pip already installed:
sudo pip install numpy scipy matplotlib infpy cookbook
Or you could use easy_install or install the packages by hand yourself from PyPI.