The file ./vignettes/foo.Rmd in an R package contains:
---
title: Foo
author: Marius Hofert
vignette: >
%\VignetteEngine{knitr::rmarkdown}
%\VignetteIndexEntry{Foo}
---
\[
\begin{align}
X_t &= \mu_t + \sigma_t Z_t\\
\mu_t &= \mu + \sum_{k=1}^{p_1} \phi_k (X_{t-k}-\mu) +
\sum_{k=1}^{q_1} \theta_k (X_{t-k}-\mu_{t-k})\sigma_t^2\\
&= \alpha_0 + \sum_{k=1}^{p_2} \alpha_k (X_{t-k}-\mu_{t-k})^2 +
\sum_{k=1}^{q_2} \beta_k \sigma_{t-k}^2.
\end{align}
\]
However, this is the output:
So the line breaks (via \\
) seem to be ignored. Why?