There are server way to install rubygems
- Using apt-get: apt-get install rubygems1.8
- Using rvm: bash -s stable < <(curl -s https://raw.github.com/wayneeseguin/rvm/master/binscripts/rvm-installer)
- Compile from source
Which one is better method?
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For me, the better method is to use the package manager. You can install, upgrade, remove, dependencies are checked etc, with simple straightforward commands.