/etc/init.d/keynanny uses shell funtions rc_exit and rc_status which are not available on RHEL/CentOS 6.5.
On an OpenSUSE 13.1 installation these commands come from this file that is sourced in /lib/lsb/init-functions:
8<----------
Source SuSE's rc functions
. /etc/rc.status
-----------<8
which contains rc_exit and rc_status (and other functions). It seems to indicate that these are not platform independent.
In fact, the LSB definition does not mention them either (http://refspecs.linuxfoundation.org/LSB_4.1.0/LSB-Core-generic/LSB-Core-generic/iniscrptfunc.html).
Update: start-stop-daemon is also not available on RHEL/CentOS. Workaround: use daemon() function in /etc/init.d/functions.