Installing pystan manually fixed the issue (otherwise it would just hang forever).
~/GitHub $ git clone https://github.com/facebookincubator/prophet
Cloning into 'prophet'...
remote: Counting objects: 358, done.
remote: Compressing objects: 100% (109/109), done.
remote: Total 358 (delta 46), reused 0 (delta 0), pack-reused 245
Receiving objects: 100% (358/358), 6.28 MiB | 3.87 MiB/s, done.
Resolving deltas: 100% (67/67), done.
~/GitHub $ cd prophet/python/
~/G/p/python $ pip install -e .
Obtaining file:///home/user/GitHub/prophet/python
^COperation cancelled by user
~/G/p/python $ pip install pystan
Collecting pystan
Downloading pystan-2.14.0.0-cp36-cp36m-manylinux1_x86_64.whl (62.2MB)
100% |████████████████████████████████| 62.2MB 29kB/s
Requirement already satisfied: numpy>=1.7 in /home/user/anaconda3/lib/python3.6/site-packages (from pystan)
Requirement already satisfied: Cython!=0.25.1,>=0.22 in /home/user/anaconda3/lib/python3.6/site-packages (from pystan)
Installing collected packages: pystan
Successfully installed pystan-2.14.0.0
~/G/p/python $ pip install -e .
Obtaining file:///home/user/GitHub/prophet/python
Requirement already satisfied: matplotlib in /home/user/anaconda3/lib/python3.6/site-packages (from fbprophet==0.1.post1)
Requirement already satisfied: numpy in /home/user/anaconda3/lib/python3.6/site-packages (from fbprophet==0.1.post1)
Requirement already satisfied: pandas in /home/user/anaconda3/lib/python3.6/site-packages (from fbprophet==0.1.post1)
Requirement already satisfied: pystan>=2.8 in /home/user/anaconda3/lib/python3.6/site-packages (from fbprophet==0.1.post1)
Requirement already satisfied: six>=1.10 in /home/user/anaconda3/lib/python3.6/site-packages (from matplotlib->fbprophet==0.1.post1)
Requirement already satisfied: python-dateutil in /home/user/anaconda3/lib/python3.6/site-packages (from matplotlib->fbprophet==0.1.post1)
Requirement already satisfied: pytz in /home/user/anaconda3/lib/python3.6/site-packages (from matplotlib->fbprophet==0.1.post1)
Requirement already satisfied: cycler>=0.10 in /home/user/anaconda3/lib/python3.6/site-packages (from matplotlib->fbprophet==0.1.post1)
Requirement already satisfied: pyparsing!=2.0.4,!=2.1.2,!=2.1.6,>=1.5.6 in /home/user/anaconda3/lib/python3.6/site-packages (from matplotlib->fbprophet==0.1.post1)
Requirement already satisfied: Cython!=0.25.1,>=0.22 in /home/user/anaconda3/lib/python3.6/site-packages (from pystan>=2.8->fbprophet==0.1.post1)
Installing collected packages: fbprophet
Running setup.py develop for fbprophet
Successfully installed fbprophet
~/G/p/python $