If Lynis list the following suggestion:
Suggestion: Install a PAM module for password strength testing like pam_cracklib or pam_passwdqc [test:AUTH-9262]
Then you have to install of the 2 libraries. I have installed the first one on my Ubuntu server:
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sudo apt-get install libpam-cracklib
But then Lynis was still complaining. This is a small bug because in the case Lynis find the path /lib/security/
then he expect to find the .so file in this path. So in order to fix it:
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sudo ln -s /lib/x86_64-linux-gnu/security/pam_cracklib.so /lib/security