I also did the instructions for SECURE APT, but still I get the following dependency error:
The following packages have unmet dependencies: r-base-dev : Depends: r-base-core (>= 3.0.1-3lucid) but it is not going to be installed E: Unable to correct problems, you have held broken packages.
But then I used a different mirror (by changing /etc/apt/sources.list) it worked:
deb http://cran.mtu.edu/bin/linux/ubuntu precise/