diff --git a/setup.py b/setup.py
index c48cb2d..febc562 100644
--- a/setup.py
+++ b/setup.py
@@ -1,9 +1,41 @@
 import os, sys
-from setuptools import setup, find_packages
+from setuptools import setup, Extension
+from setuptools.command.build_ext import build_ext
 import subprocess
 
+class GfortranExtension(Extension):
+    def __init__(self, name, sourcedir='', input='', output=''):
+        Extension.__init__(self, name, sources=[])
+        self.sourcedir = os.path.abspath(sourcedir)
+        self.input = os.path.join(self.sourcedir, input)
+        self.output = os.path.join(self.sourcedir, output)
+
+class GfortranBuild(build_ext):
+    def run(self):
+        try:
+            out = subprocess.check_output(['gfortran', '--version'])
+        except OSError:
+            raise RuntimeError("gfortran must be installed to build the following extensions: " +
+                               ", ".join(e.name for e in self.extensions))
+
+        for ext in self.extensions:
+            self.build_extension(ext)
+
+    def build_extension(self, ext):
+        gfortran_args = ['-fPIC',
+                         '-fdefault-real-8',
+                         '-shared',
+                         '-o',
+                         ext.output]
+
+        if not os.path.exists(self.build_temp):
+            os.makedirs(self.build_temp)
+
+        env = os.environ.copy()
+        subprocess.check_call(['gfortran', ext.input] + gfortran_args, cwd=self.build_temp, env=env)
+
 setup(name='glmnet_python',
-      version = '0.2.2',
+      version = '1.0.0',
       description = 'Python version of glmnet, from Stanford University',
       long_description=open('README.md').read(),
       url="https://github.com/johnlees/glmnet_python",
@@ -22,5 +54,8 @@
         'Programming Language :: Python :: 3.4',
         'Operating System :: Unix',
         ],
-      keywords='glm glmnet ridge lasso elasticnet'
-      )
+      keywords='glm glmnet ridge lasso elasticnet',
+      ext_modules=[GfortranExtension('GLMnet', 'glmnet_python',
+                                     'GLMnet.f', 'GLMnet.so')],
+      cmdclass={'build_ext': GfortranBuild},
+)