You can uninstall or removes an installed anon-proxy package itself from Ubuntu 16.10 (Yakkety Yak) through the terminal,
$ sudo apt-get remove anon-proxy
If you would like to remove anon-proxy and it's dependent packages which are no longer needed from Ubuntu,
$ sudo apt-get remove --auto-remove anon-proxy
If you use with purge options to anon-proxy package all the configuration and dependent packages will be removed.
$ sudo apt-get purge anon-proxy
If you use purge options along with auto remove, will be removed everything regarding the package, It's really useful when you want to reinstall again.
$ sudo apt-get purge --auto-remove anon-proxy