It is found in /usr/lib/, compiled but can not run
% gcc -g -o stand stand.c -I/usr/lib/ -lRmath -lm
% ./stand
./stand: error while loading shared libraries: libRmath.so: cannot open shared object file: No such file or directory
LD_LIBRARY_PATH is a security risk when set to directories that can be easily modified, but I don't see harm in setting it to /usr/lib/. I'm more curious whether LD_LIBRARY_PATH even works; if it still doesn't load, the library may be corrupted or incompatible for some reason. You could also try running /sbin/ldconfig as root in case that library's not cached yet for some reason.