Added Anaconda on mac installation instruction.

doc/install.txt

@@ -527,7 +527,7 @@ MacOS
 -----
 
 There are various ways to install Theano dependencies on a Mac.
-Here we describe the process in detail with EPD or with MacPorts, but if you did
+Here we describe the process in detail with EPD, Anaconda or with MacPorts, but if you did
 it differently and it worked, please let us know the details on the
 `theano-users`_ mailing-list, so that we can add alternate instructions
 here.
@@ -581,6 +581,54 @@ Then you must install g++. You can do this by installing XCode. See the first bu
    if the user did the modification and if not, we tell him how to do
    it.
 
+Anaconda 1.5
+~~~~~~~~~~~~
+
+An easy way to install most of the dependencies is to install
+`Anaconda <http://continuum.io/downloads.html>`_. There is a free
+version available to everybody. If you install their ``MKL
+Optimizations`` product (free for academic, ~30$ otherwise) Theano
+will also be optimized as we will reuse the faster BLAS version
+automatically.
+
+Anaconda installation includes in particular Python (and the development headers),
+numpy, scipy, nose, sphinx, pip, and a acceptable BLAS version. The Mac OS and
+Linux version do not include g++.
+
+After installing Anaconda, in a terminal execute this command to
+install the latest Theano release:
+
+    .. code-block:: bash
+
+        $ pip install Theano
+
+To install the missing Theano optional dependency (pydot):
+
+    .. code-block:: bash
+
+        $ conda install pydot
+
+If you want the bleeding edge version, `download
+and install git <http://git-scm.com/downloads>`_. Then in a
+terminal excute this command:
+
+.. code-block:: bash
+
+    $ sudo pip install --upgrade --no-deps git+git://github.com/Theano/Theano.git
+
+See the section `install_bleeding_edge`_ for more
+information on the bleading edge version.
+
+Then you must install g++. You can do this by installing XCode. See the first bullet in the :ref:`macports` section.
+
+.. note::
+
+   If you use the trunk or a version after 0.6rc3 of Theano, we try to
+   automaticaly link with the python library.  Due to Mac OS
+   peculiarities, we need a user intervention to do it.  We detect
+   if the user did the modification and if not, we tell him how to do
+   it.
+
 .. _macports:
 
 MacPorts