I just saw this post and thought I should comment since I use R pretty extensively. If you are coming from an R background the best gem I have found is Rinruby. The reason it is fantastic is because you don't interpret the commands in ruby, you use actual R code. For example:
require "rinruby"
#Set all your variables in Ruby
n = 10
beta_0 = 1
beta_1 = 0.25
alpha = 0.05
seed = 23423
R.x = (1..n).entries
#Use actual R code to perform the analysis
R.eval <<EOF
set.seed(#{seed})
y <- #{beta_0} + #{beta_1}*x + rnorm(#{n})
fit <- lm( y ~ x )
est <- round(coef(fit),3)
pvalue <- summary(fit)$coefficients[2,4]
EOF
On the Rinruby website I listed above there are some fantastic examples to get you started. Hope this helped.
-Sean