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how to add an index to a vignette?

Oh, I see.  The answer is just to do as usual, e.g. as follows, and R CMD
build simply takes care of it.

<code>
...
\usepackage{makeidx} 
\makeindex
...
\begin{document}
...
\index{something}
...
\printindex
\end{document}
</code>