ComplexHeatmap is only available in the devel version of Bioconductor. This means in order to run it you need to install R-rc (release candidate). You could also wait until Friday (April 17) and then install the newly released version of R (3.2.0) .
The mirror at bioconductor.jp appears to be incomplete or out of date; I will contact its maintainer. Another mirror (such as bioconductor.org) will not have this issue. However, you do not want to be downloading devel binaries and installing them in the release version of R. See above.