Because I just spent way too much time to get this working, if you ever try to get the JRI from rJava working and you have the error:

Cannot find JRI native library!

Please make sure that the JRI native library is in a directory listed in java.library.path

What you need to do is:
In you java script print your java.library.path:

System.out.println(System.getProperty("java.library.path"));

Check that the folder /usr/lib64 is in
Then do:

cp /usr/lib64/R/library/rJava/jri/libjri.so  /usr/lib64/

It is this file that JRI is looking for and it will solved the problem.

Well now I'm facing:

Creating Rengine (with arguments)
R_HOME is not set. Please set all required environment variables before
running this program.
Unable to start R

and this even if I made export R_HOME=/usr/lib64/R/ before...

How to waste time....

For those that are interested, rJava/JRI enables object binding between R and Java or Java and R, it's probably pretty cool... once you have it working