xcrun: error: invalid active developer path (/Library/Developer/CommandLineTools), missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun ERROR: compilation failed for package ‘mnormt’

Is there any reason why the xcrun file was not found?
missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun

Most likely because you don't have Xcode installed in your system.

If you need to install packages from source, then you need to install Xcode in your system (not in R) and the recommended development tools for macOS systems.