UPDATE: As of 2013 November and Ubuntu 12.04 these 2 commands should suffice:
sudo pear config-set auto_discover 1
sudo pear install pear.phpunit.de/PHPUnit
The following is an older answer.
It’s a known problem , although almost a year and a half had passed. Read about it here
The code coverage must be installed in order for phpunit to work properly
What you need to do is covered here:
code coverage installation through PEAR
Basically you have to type (with sudo if you don’t have permissions, taken that phpunit is already installed):
pear channel-discover pear.phpunit.de
pear channel-discover components.ez.no
pear install phpunit/PHP_CodeCoverage