I suddenly realized just now that the line breaks for LaTeX code in Rd files are also \cr instead of \\ (which I thought to be in the past). R CMD check will replace your \cr with \\ when producing LaTeX documentation files. If you write \\ directly in Rd files, it will be recognized as “an escape character + a backslash”, which surely is not a line break symbol.
I found such a problem in the documentation file for the function brownian.motion() in my package animation. The original code is:
\deqn{x_{k + 1} = x_{k} + rnorm(1)\\
y_{k + 1} = y_{k} + rnorm(1)}
{x[k + 1] = x[k] + rnorm(1)\cr y[k + 1] = y[k] + rnorm(1)}
And actually it should be:
\deqn{x_{k + 1} = x_{k} + rnorm(1)\cr
y_{k + 1} = y_{k} + rnorm(1)}
{x[k + 1] = x[k] + rnorm(1)\cr y[k + 1] = y[k] + rnorm(1)}
I was just to write an email for help but I understood the reason for my problem (by checking the result from R CMD check) before I sent my email.