I ran this after compiling OpenOCD, so these list of packages is probably incomplete.

sudo apt-get install gettext libcppunit-dev autopoint flex
# Install libftd2xx. See http://www.ftdichip.com/Drivers/D2XX.htm
cd urjtag/urjtag
./autogen.sh
./configure --prefix=/opt/urjtag --enable-stapl
make
make install