File list (Check if you may need any files):
glmnet_matlab
.............\GLMnet.f
.............\README.txt
.............\cvglmnet.m
.............\cvglmnetMulticlass.m
.............\cvglmnetPlot.m
.............\glmnet.asv
.............\glmnet.m
.............\glmnetCoef.m
.............\glmnetMex.F
.............\glmnetMex.m
.............\glmnetMex.matlabR13.F
.............\glmnetMex.mexa64
.............\glmnetMex.mexglx
.............\glmnetMex.mexmaci
.............\glmnetMex.mexmaci64
.............\glmnetMex.mexw32
.............\glmnetMex.mexw64
.............\glmnetPlot.m
.............\glmnetPredict.m
.............\glmnetPrint.m
.............\glmnetSet.m
.............\nonzeroCoef.m