I think you don't need to build OpenCV for anaconda, there is this very handy
tool called 'conda' that is available in your terminal once you have installed
the Anaconda python distribution.
I found this site which gives instruction on how to install opencv3
https://anaconda.org/menpo/opencv3
I personally installed it myself so just try follow along with these instructions.
If you have the Anaconda python distribution installed in your system, you can issue this command (assuming you are working on linux) fire up the terminal:
conda install -c menpo opencv
If the version of python install in your Anaconda is 2.7, the command above should install OpenCV 3.1, but if the version of your python is 3.5, then you should change 'opencv' in the last line to 'opencv3'
conda install -c menpo opencv3
This should install OpenCV in your Anaconda. To see if you have installed it successfully, fire up your Python and issue the following command:
import cv2 # import the opencv library
cv2.__version__ # this will print the version of your opencv3
Hope that helps =)
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