Compiling Vim with neocomplete plugin supported on Ubuntu.

setup.sh

# if you have installed vim beforehand, remove with the following command
sudo apt-get remove vim vim-runtime vim-tiny vim-common

# Get the dependencies installed before compiling Vim
sudo apt install libncurses5-dev python-dev libperl-dev ruby-dev liblua5.2-dev \
    libgnome2-dev libgnomeui-dev \
    libgtk2.0-dev libatk1.0-dev libbonoboui2-dev \
    libcairo2-dev libx11-dev libxpm-dev libxt-dev \
    python3-dev git
    
# fix the path to liblua
sudo ln -s /usr/include/lua5.2 /usr/include/lua
sudo ln -s /usr/lib/x86_64-linux-gnu/liblua5.2.so /usr/local/lib/liblua.so

cd 
git clone https://github.com/vim/vim.git

cd vim

# feel free to change the following configuration according to your need
./configure --prefix=/usr     \
    --enable-luainterp=yes    \
    --enable-perlinterp=yes   \
    --enable-pythoninterp=yes \
    --enable-rubyinterp=yes   \
    --enable-cscope           \
    --enable-multibyte        \
    --enable-largefile        \
    --enable-gui=gtk2         \
    --with-features=huge      \
    --with-python-config-dir=/usr/lib/python2.7/config-x86_64-linux-gnu
    --with-python3-config-dir=/usr/lib/python3.5/config-3.5m-x86_64-linux-gnu
    
make VIMRUNTIMEDIR=/usr/share/vim/vim80

sudo make install

# Installation is complete and you can check your Vim version simply by running vim on the terminal and type :version and press enter.
# Make sure you can see +lua, +python and +python3.