Let me prefix this by saying that I'm more of a Linux person than a Windows person ... but at some point, the capabilities of the OS really matter, as does their support for basic POSIX functions, etc.
Therefore, there cannot be a piece of cake to embed R in Ruby or bind it to Windows, as convenient as it may be for you. R ultimately depends on the MinGW tooltip on Windows.
As an alternative, consider the excellent Rserve --- and I noticed only the seemingly new offspring of RserveWin Simon now also provides. It just needs to be run somewhere, and you can connect via tcp / ip. There are client examples for C / C ++ and Java, and other projects, such as pyRserve , and this Rserve-Ruby-client , which may correspond to the score.
Google R/Ruby, RSRruby gem, , , Windows ( ). , Rserve .