You only list the result of using the package: library(bkmr).
Did you get any messages when you did the install: install.packages("bkmr").
When I did this (on Windows so on your side it may look different) the first lines of output were
> install.packages("bkmr")
Installing package into ‘D:/tools/R/Packages’
(as ‘lib’ is unspecified)
also installing the dependencies ‘dotCall64’, ‘spam’, ‘maps’, ‘gmm’, ‘fields’, ‘truncnorm’, ‘tmvtnorm’
Your error message suggests that the gmm package is not correctly installed.
You could try to install it separately.