Help getting rrdcgi working

I have a Yun Rev 2 with openwrt. I've installed rrdcgi and rrdtool1. Made all the necessary rrd database files, etc. What I'm trying to get working, rather then run a script to make the .png file, I'm trying to get rrdcgi to do that for me.

I followed the following example;

The error I get is this;

Unable to launch the requested CGI program:
  /www/cgi-bin/rrd.cgi: No such file or directory

The web browser sees the file, because if the file rrd.cgi is removed it gets a different error.

Someone mentioned I may need to setup permissions in the uhttp file. The file contains the following;

config uhttpd 'main'
        list listen_http ''
        list listen_http '[::]:80'
        list listen_https ''
        list listen_https '[::]:443'
        option home '/www'
        option rfc1918_filter '1'
        option max_requests '3'
        option max_connections '100'
        option cert '/etc/uhttpd.crt'
        option key '/etc/uhttpd.key'
        option cgi_prefix '/cgi-bin'
        option lua_prefix '/luci'
        option lua_handler '/usr/lib/lua/luci/sgi/uhttpd.lua'
        option script_timeout '60'
        option network_timeout '30'
        option http_keepalive '20'
        option tcp_keepalive '1'
        option ubus_prefix '/ubus'
        option redirect_https '0'

config cert 'defaults'
        option days '730'
        option bits '2048'
        option country 'ZZ'
        option state 'Somewhere'
        option location 'Unknown'
        option commonname 'LEDEYun'

So is anything missing? Does the "cgi" need a "cgi_handler"?

In the example i'm using I am not using collectd, the data for the rrd is coming from somewhere else. I have a shell script running in cron that updates the rrd database every minute that comes from the arduino. Is collectd adding something that is required?