installation of ExRootAnalysis fatal error

Dear
During the installation of ExRootAnalysis ,I head the error below,
I don't know how to solve it ?
I have installed madgraph version v2_3_3, and also have installed root seccesfully.

2016-02-27 18:47:53 (58.6 KB/s) - ‘ExRootAnalysis.tgz’ saved [49556/49556]

compile ExRootAnalysis. This might takes a while.
>> Generating tmp/src/ExRootAnalysisDict.cc
>> Compiling tmp/src/ExRootAnalysisDict.cc
>> Compiling src/ExRootFilter.cc
>> Compiling src/ExRootSTDHEPReader.cc
src/ExRootSTDHEPReader.cc:26:28: fatal error: TLorentzVector.h: No such file or directory
 #include "TLorentzVector.h"
                            ^
compilation terminated.
make: *** [tmp/src/ExRootSTDHEPReader.o] Error 1
Error detected during the compilation. Please check the compilation error and run make manually.