I was able to install the latest version from the tar file using the following commands. Thanks Steve!
yum install autoconf automake libtool tcp_wrappers-devel openldap-devel
# Python and libcap-ng didn't work for me.
# This is why I set --with-python and --with-libcap-ng to no instead to yes.
./configure --sbindir=/sbin --with-python=no --with-libwrap --enable-gssapi-krb5=yes --with-libcap-ng=no
make
make install
My CentOS is now running auditd version 2.6.5 (according to information within /var/log/audit/audit.log).
Cheers!
-m