Remove mlpack fully from Project

Makefile

 splfr=/usr/local/sicstus4.7.1/bin/splfr
 main.so: main.pl main.cpp
-	$(splfr) -larmadillo -lmlpack -lstdc++ -cxx --struct main.pl main.cpp bayesian_linear_regression/bayesian_linear_regression.cpp
+	$(splfr) -larmadillo -fopenmp -lmlpack -lstdc++ -cxx --struct main.pl main.cpp
 clean:
 	rm main.so

main.cpp

@@ -3,7 +3,7 @@
    Always include the glue header in your foreign resource code.
 */
 #include "main_glue.h"
-#include <bayesian_linear_regression/bayesian_linear_regression.hpp>
+#include <mlpack/methods/bayesian_linear_regression/bayesian_linear_regression.hpp>
 #include <mlpack/core.hpp>
 
 using namespace arma;