As far as python packages go, you'll need numpy, cython, setuptools, and (if you want to build the documentation) Sphinx. There are a few requirements for building scipy. I'll just try and summarize the whole process (so that people don't have to jump around the internet like I did). If this was all you needed it would be relatively easy (main instructions can be found here and are summarized below), but there is an additional problem with the raspberry pi that I realized only after a week of research and trial and error (skip at the end if you just need the fix), which is due, I believe, to the small amount of memory available. Usually pip install would fetch prebuilt packages for you, but Raspberry Pi's ARM architecture is not really supported. The main reason is that scipy relies on compiled C and fortran libraries, that need to be compiled on the same architecture. To get the latest version of scipy on the raspberry Pi you need to build from source. TL DR: skip to the last paragraph to know how to increase swap space and avoid memory clogging.
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