Thanks for the suggestion, perlfan.
I exported the path to the folder containing the .dylib, and here is the result
WBBirkett-M:~ wbirkett$ export LD_LIBRARY_PATH=/Users/wbirkett/Library
+/Application\ Support/TextMate/Pristine\ Copy/Bundles/PressCal.tmbund
+le/Support/lib/perl5
WBBirkett-M:~ wbirkett$ env
TERM_PROGRAM=Apple_Terminal
SHELL=/bin/bash
TERM=xterm-256color
TMPDIR=/var/folders/kf/hd1w1x888xj_x1018f8m3f2h0000gn/T/
Apple_PubSub_Socket_Render=/private/tmp/com.apple.launchd.le70PQDJKe/R
+ender
TERM_PROGRAM_VERSION=404.1
TERM_SESSION_ID=CC263E8D-8730-4F07-9752-F779AA2A8ADD
USER=wbirkett
LD_LIBRARY_PATH=/Users/wbirkett/Library/Application Support/TextMate/P
+ristine Copy/Bundles/PressCal.tmbundle/Support/lib/perl5
SSH_AUTH_SOCK=/private/tmp/com.apple.launchd.L73CgT5E19/Listeners
PATH=/Users/wbirkett/.rbenv/shims:/usr/local/bin:/usr/local/sbin:/usr/
+local/mysql/bin/:/usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/opt/X1
+1/bin:/usr/local/git/bin:/Library/TeX/texbin
PWD=/Users/wbirkett
LANG=en_US.UTF-8
XPC_FLAGS=0x0
RBENV_SHELL=bash
XPC_SERVICE_NAME=0
SHLVL=1
HOME=/Users/wbirkett
LOGNAME=wbirkett
DISPLAY=/private/tmp/com.apple.launchd.pfkv04jVPR/org.macosforge.xquar
+tz:0
_=/usr/bin/env
WBBirkett-M:~ wbirkett$ perl -I/Users/wbirkett/Library/Application\ Su
+pport/TextMate/Pristine\ Copy/Bundles/PressCal.tmbundle/Support/lib/p
+erl5 /Users/wbirkett/Desktop/Rmath_test.pl
Can't load '/Users/wbirkett/Library/Application Support/TextMate/Prist
+ine Copy/Bundles/PressCal.tmbundle/Support/lib/perl5/darwin-thread-mu
+lti-2level/auto/ICC/Support/Rmath/Rmath.bundle' for module ICC::Suppo
+rt::Rmath: dlopen(/Users/wbirkett/Library/Application Support/TextMat
+e/Pristine Copy/Bundles/PressCal.tmbundle/Support/lib/perl5/darwin-th
+read-multi-2level/auto/ICC/Support/Rmath/Rmath.bundle, 1): Library no
+t loaded: libRmath.dylib
Referenced from: /Users/wbirkett/Library/Application Support/TextMat
+e/Pristine Copy/Bundles/PressCal.tmbundle/Support/lib/perl5/darwin-th
+read-multi-2level/auto/ICC/Support/Rmath/Rmath.bundle
Reason: image not found at /System/Library/Perl/5.18/XSLoader.pm lin
+e 71.
at /Users/wbirkett/Library/Application Support/TextMate/Pristine Copy
+/Bundles/PressCal.tmbundle/Support/lib/perl5/darwin-thread-multi-2lev
+el/ICC/Support/Rmath.pm line 183.
Compilation failed in require at /Users/wbirkett/Desktop/Rmath_test.pl
+ line 1.
BEGIN failed--compilation aborted at /Users/wbirkett/Desktop/Rmath_tes
+t.pl line 1.
DynaLoader gets its initial list of library paths from Perl's %Config hash. On my Mac, the paths are /usr/lib and /usr/local/lib.