What is NOT mentioned is that it is also necessary to install
AX_REQUIRE_DEFINED if you don't already have it. I didn't have it, and
as a result got errors in configure about a "possibly undefined macro
AC_MSG_WARN". Fortunately, it was easy to spot by looking at the line
number in configure which appeared in the error message. But it would
have saved me some time if it had been mentioned in the same page.