How to resolve NOTE in `R CMD check` when include static PDF file in vignette?

Question

I wish to include a static PDF file in vignette of my R package biglasso. I followed the instruction here and here. However when I run R CMD check, there is always a NOTE saying:

Vignette sources in 'inst/doc' with no 'vignettes' directory: 
  'biglasso.pdf.asis' 
A 'vignettes' directory is required as from R 3.1.0

and

* checking for old-style vignette sources ... NOTE
Vignette sources only in 'inst/doc':
  'biglasso.pdf.asis'
A 'vignettes' directory is required as from R 3.1.0
and these will not be indexed nor checked

Here is the complete package check information.

Could anyone explain to me what this note means and how to fix it?