/usr/lib/R/site-library/glmnet/doc/mathjax is in r-cran-glmnet 2.0-5-1.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/lib/R/site-library/glmnet/doc/../../../../../share/javascript/mathjax
/usr/lib/R/site-library/glmnet/doc/../../../../../share/javascript/mathjax