R Statistical Package Gem For A Rails Application
RSRuby takes the approach of embedding the R interpreter into Ruby as a C extension. It only works on specific versions of ruby, so if you are using JRuby or Rubinius this is not really an option for you. It is definitely the fastest, although some class conversions get a little weird.
RinRuby and Rserve Ruby both use TCP/IP sockets, although Rserve claims to be 5-10 times faster.
I would giving RSRuby a try, and if you encounter problems with your ruby version or such, switching to Rserve. I am not familiar with Gauss.
Heads up- as far as I know, none of these solutions support multi threading, largely because R doesn't play nice with other instances of itself.