Error(s) in re-building vignettes:
--- re-building 'my-vignette.Rmd' using rmarkdown
make cmd is
  make -f "D:/RCompile/recent/R/etc/x64/Makeconf" -f "D:/RCompile/recent/R/share/make/winshlib.mk" SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB_CXXLD)' SHLIB="file19dc81ed45b70.dll" WIN=64 TCLBIN= OBJECTS="file19dc81ed45b70.o"

make would use
make[1]: Entering directory '/d/temp/2026_04_17_01_50_00_1722/RtmpSut5sj'
g++ -std=gnu++20  -I"D:/RCompile/recent/R/include" -DNDEBUG   -I"D:/RCompile/CRANpkg/lib/4.6/pfr/include/"  -I"D:/RCompile/CRANpkg/lib/4.6/Rcpp/include/"  -I"D:/temp/2026_04_17_01_50_00_1722/RtmpauJu4Y/RLIBS_5204f534879/RcppEigen/include/"  -I"D:/temp/2026_04_17_01_50_00_1722/RtmpauJu4Y/RLIBS_5204f534879/BH/include/"  -DEIGEN_NO_DEBUG  -DDROPPINGTHISINRPACKAGE     -I"d:/rtools45/x86_64-w64-mingw32.static.posix/include"      -pedantic -O2 -Wall  -mfpmath=sse -msse2 -mstackrealign    -c file19dc81ed45b70.cpp -o file19dc81ed45b70.o
if test "zfile19dc81ed45b70.o" != "z"; then \
  if test -e "file19dc81ed45b70-win.def"; then \
    echo g++ -std=gnu++20   -shared  -s -static-libgcc -o file19dc81ed45b70.dll file19dc81ed45b70-win.def file19dc81ed45b70.o  -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib/x64" -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    g++ -std=gnu++20   -shared  -s -static-libgcc -o file19dc81ed45b70.dll file19dc81ed45b70-win.def file19dc81ed45b70.o  -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib/x64" -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
  else \
    echo EXPORTS > tmp.def; \
    nm file19dc81ed45b70.o | sed -n 's/^.* [BCDRT] / /p' | sed -e '/[.]refptr[.]/d' -e '/[.]weak[.]/d' | sed 's/[^ ][^ ]*/"&"/g'  >> tmp.def; \
    echo g++ -std=gnu++20   -shared  -s -static-libgcc -o file19dc81ed45b70.dll tmp.def file19dc81ed45b70.o  -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib/x64" -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    g++ -std=gnu++20   -shared  -s -static-libgcc -o file19dc81ed45b70.dll tmp.def file19dc81ed45b70.o  -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib/x64" -L"d:/rtools45/x86_64-w64-mingw32.static.posix/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    rm -f tmp.def; \
  fi \
fi
make[1]: Leaving directory '/d/temp/2026_04_17_01_50_00_1722/RtmpSut5sj'

Quitting from my-vignette.Rmd:180-182 [unnamed-chunk-7]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `compileCode()`:
! ~^~~~
  149 |                                                                         svec::Zero(),
      |                                                                         ~~~~~~~~~~~~~
  150 |                                                                         m_initVar,
      |                                                                         ~~~~~~~~~~
  151 |                                                                         true);
      |                                                                         ~~~~~
D:/RCompile/CRANpkg/lib/4.6/RcppEigen/include/Eigen/src/Core/CoreEvaluators.h:1071:54: warning: ignoring attributes on template argument 'Eigen::internal::packet_traits<double>::type' {aka '__m128d'} [-Wignored-attributes]
 1071 |     PacketAlignment = unpacket_traits<PacketScalar>::alignment,
      |                                                      ^~~~~~~~~
make[1]: *** [D:/RCompile/recent/R/etc/x64/Makeconf:304: file19dc81ed45b70.o] Error 1
---
Backtrace:
    ▆
 1. └─pfr::buildModelFuncs(".", "mean_factor_msvol")
 2.   └─inline::cxxfunction(...)
 3.     └─inline:::compileCode(f, code, language = language, verbose = verbose)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Error: processing vignette 'my-vignette.Rmd' failed with diagnostics:
~^~~~
  149 |                                                                         svec::Zero(),
      |                                                                         ~~~~~~~~~~~~~
  150 |                                                                         m_initVar,
      |                                                                         ~~~~~~~~~~
  151 |                                                                         true);
      |                                                                         ~~~~~
D:/RCompile/CRANpkg/lib/4.6/RcppEigen/include/Eigen/src/Core/CoreEvaluators.h:1071:54: warning: ignoring attributes on template argument 'Eigen::internal::packet_traits<double>::type' {aka '__m128d'} [-Wignored-attributes]
 1071 |     PacketAlignment = unpacket_traits<PacketScalar>::alignment,
      |                                                      ^~~~~~~~~
make[1]: *** [D:/RCompile/recent/R/etc/x64/Makeconf:304: file19dc81ed45b70.o] Error 1
--- failed re-building 'my-vignette.Rmd'

SUMMARY: processing the following file failed:
  'my-vignette.Rmd'

Error: Vignette re-building failed.
Execution halted