[SPARK-32493][INFRA] Manually install R instead of using setup-r in GitHub Actions

This PR proposes to manually install R instead of using `setup-r` which seems broken. Currently, GitHub Actions uses its default R 3.4.4 installed, which we dropped as of SPARK-32073.

While I am here, I am also upgrading R version to 4.0. Jenkins will test the old version and GitHub Actions tests the new version. AppVeyor uses R 4.0 but it does not check CRAN which is important when we make a release.

To recover GitHub Actions build.

No, dev-only

Manually tested at #15

Closes apache#29302 from HyukjinKwon/SPARK-32493.

Authored-by: HyukjinKwon <gurwls223@apache.org>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>

Author: HyukjinKwon

.github/workflows/master.yml

@@ -137,11 +137,13 @@ jobs:
         python2.7 -m pip install numpy "pyarrow==0.14.*" pandas scipy
         python2.7 -m pip list
     # SparkR
-    - name: Install R 3.6
-      uses: r-lib/actions/setup-r@v1
+    - name: Install R 4.0
       if: contains(matrix.modules, 'sparkr')
-      with:
-        r-version: 3.6
+      run: |
+        sudo sh -c "echo 'deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran40/' >> /etc/apt/sources.list"
+        curl -sL "https://keyserver.ubuntu.com/pks/lookup?op=get&search=0xE298A3A825C0D65DFD57CBB651716619E084DAB9" | sudo apt-key add
+        sudo apt-get update
+        sudo apt-get install -y r-base r-base-dev libcurl4-openssl-dev
     - name: Install R packages
       if: contains(matrix.modules, 'sparkr')
       run: |
@@ -184,10 +186,12 @@ jobs:
     - name: Install Python linter dependencies
       run: |
         pip3 install flake8 sphinx numpy
-    - name: Install R 3.6
-      uses: r-lib/actions/setup-r@v1
-      with:
-        r-version: 3.6
+    - name: Install R 4.0
+      run: |
+        sudo sh -c "echo 'deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran40/' >> /etc/apt/sources.list"
+        curl -sL "https://keyserver.ubuntu.com/pks/lookup?op=get&search=0xE298A3A825C0D65DFD57CBB651716619E084DAB9" | sudo apt-key add
+        sudo apt-get update
+        sudo apt-get install -y r-base r-base-dev libcurl4-openssl-dev
     - name: Install R linter dependencies and SparkR
       run: |
         sudo apt-get install -y libcurl4-openssl-dev