Follow this instruction:
https://www.digitalocean.com/community/tutorials/how-to-set-up-r-on-ubuntu-14-04
but first you need to add the key to the Ubuntu keyserver:
sudo gpg --keyserver-options http-proxy=http://YOURPROXYSERVER --keyserver keyserver.ubuntu.com --recv-key E084DAB9
where YOURPROXYSERVER is the address of your proxy server.
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