Error: processing vignette 'my-vignette.Rmd' failed with diagnostics: invalid connection

Hi all, I encountered a warning below today when running the check_win_devel checks() for my package. It is not clear to me where the problem is. Does anyone have any clue on how to address this error? Thanks!

Error: processing vignette 'my-vignette.Rmd' failed with diagnostics:
invalid connection
--- failed re-building 'my-vignette.Rmd'

Below is the part shown before the above error message:

* checking re-building of vignette outputs ... [78s] WARNING
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/etc/x64/Makevars.site" -f "D:/RCompile/recent/R/share/make/winshlib.mk" CXX='$(CXX14) $(CXX14STD)' CXXFLAGS='$(CXX14FLAGS)' CXXPICFLAGS='$(CXX14PICFLAGS)' SHLIB_LDFLAGS='$(SHLIB_CXX14LDFLAGS)' SHLIB_LD='$(SHLIB_CXX14LD)' SHLIB="file1308487d524606.dll" WIN=64 TCLBIN=64 OBJECTS="file1308487d524606.o"

make would use
make[1]: Entering directory '/d/temp/RtmpYh63hI/working_dir/RtmpmOQqwt'
if test "zfile157a48c82365.o" != "z"; then \
  if test -e "file157a48c82365-win.def"; then \
    echo d:/Compiler/rtools40/mingw64/bin/g++  -shared -s -static-libgcc -o file157a48c82365.dll file157a48c82365-win.def file157a48c82365.o  -L"d:/Compiler/gcc-4.9.3/local330/lib/x64" -L"d:/Compiler/gcc-4.9.3/local330/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    d:/Compiler/rtools40/mingw64/bin/g++  -shared -s -static-libgcc -o file157a48c82365.dll file157a48c82365-win.def file157a48c82365.o  -L"d:/Compiler/gcc-4.9.3/local330/lib/x64" -L"d:/Compiler/gcc-4.9.3/local330/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
  else \
    echo EXPORTS > tmp.def; \
    d:/Compiler/rtools40/mingw64/bin/nm file157a48c82365.o | sed -n 's/^.* [BCDRT] / /p' | sed -e '/[.]refptr[.]/d' -e '/[.]weak[.]/d' | sed 's/[^ ][^ ]*/"&"/g'  >> tmp.def; \
    echo d:/Compiler/rtools40/mingw64/bin/g++  -shared -s -static-libgcc -o file157a48c82365.dll tmp.def file157a48c82365.o  -L"d:/Compiler/gcc-4.9.3/local330/lib/x64" -L"d:/Compiler/gcc-4.9.3/local330/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    d:/Compiler/rtools40/mingw64/bin/g++  -shared -s -static-libgcc -o file157a48c82365.dll tmp.def file157a48c82365.o  -L"d:/Compiler/gcc-4.9.3/local330/lib/x64" -L"d:/Compiler/gcc-4.9.3/local330/lib"  -L"D:/RCompile/recent/R/bin/x64" -lR ; \
    rm -f tmp.def; \
  fi \
fi
make[1]: Leaving directory '/d/temp/RtmpYh63hI/working_dir/RtmpmOQqwt'
Quitting from lines 113-116 (my-vignette.Rmd) 
Quitting from lines 113-116 (my-vignette.Rmd)