Add the SSL key and import into apt:
gpg --keyserver keyserver.ubuntu.com --recv-key E084DAB9
gpg -a --export E084DAB9 | sudo apt-key add -
Add the repository to your sources list, by doing:
sudo nano /etc/apt/sources.list
Then add this line to the bottom of the sources file:
deb http://cran.ma.imperial.ac.uk/bin/linux/ubuntu precise/
Then, to install the latest version of R, do:
sudo apt-get update
sudo apt-get install r-base
Hit yes at the prompts, and voila, the latest version of R is installed!
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