Install xquartz for Mac OSX and set the correct path to the X11 library for the compiler with:

export CPPFLAGS=-I/opt/X11/include

Install rvm requirements

rvm pkg install ree_requirements

Use non-llvm gcc for compiling and set paths to installed packages

CC=/usr/local/bin/gcc-4.2 rvm install ree --with-readline-dir=$rvm_usr_path --with-iconv-dir=$rvm_usr_path --with-zlib-dir=$rvm_usr_path --with-openssl-dir=$rvm_usr_path