Thank you! It was me.

But it didn't work. Actually I have also tried to put the Rmath under the installation directory but it still reported 'Note (probably harmless): No library found for -lRmath'.

The installation still passed. But when I ran a test script, I got the error message 'perl: symbol lookup error: .../auto/Math/GammaFunction/GammaFunction.so: undefined symbol: gammafn'. I guess it's still a linking problem?

Thanks!