[R-package] [ci] pin roxygen2 version for RTD (#2568)

docs/conf.py

@@ -233,7 +233,8 @@ def generate_r_docs(app):
         r-testthat=2.0.0=r351h29659fb_0 \
         cmake=3.14.0=h52cb24c_0
     /home/docs/.conda/bin/conda install -q -y -n r_env -c conda-forge \
-        r-pkgdown=1.3.0=r351h6115d3f_1000
+        r-pkgdown=1.3.0=r351h6115d3f_1000 \
+        r-roxygen2=6.1.1=r35h0357c0b_1001
     source /home/docs/.conda/bin/activate r_env
     export TAR=/bin/tar
     cd {0}