Ubuntu – installing the latest R version (2.13.0) on Ubuntu 11.04

gpg is probably using a port that's blocked by your (or an upstream) firewall. From this page which I found by googling 'keyserver.ubuntu.com: Connection refused':

Ubuntu Personal Package Archives (PPA) are an easy way for developers to make their source packages available to the common user (like myself) through APT, Debian's great package manager. Packages from the default repositories are often out of date, where the developer has published newer versions that may have fixed serious bugs. In order to ensure that the ppa is trusted, an encrypted connection over gpg is used. However, apt by default connects via port 11371, likely to be blocked if you are behind a corporate firewall.

The bug is fixed by default in 11.04, and the author references a couple of possible interim fixes. If that's not it, then maybe keyserver.ubuntu.com was down for some reason?

You will need to import the correct GPG keys for each repository. So, for each missing key, run this command:

sudo apt-key adv --recv-keys --keyserver keyserver.ubuntu.com KEY

In your case, you are missing the keys for A040830F7FAC5991, 40976EAF437D05B5 and 16126D3A3E5C1192, you can get all three by running:

for key in A040830F7FAC5991 40976EAF437D05B5 16126D3A3E5C1192; do 
 sudo apt-key adv --recv-keys --keyserver keyserver.ubuntu.com $key; done

After running this command, try sudo apt-get update again and it should work perfectly well.

Update, I was assuming that reimporting the keys would fix them, it looks like that did not work. Try this instead (source):

sudo apt-get clean
sudo mv /var/lib/apt/lists /var/lib/apt/lists.old 
sudo mkdir -p /var/lib/apt/lists/partial
sudo apt-get clean
sudo apt-get update