Compile stand-alone non-installed ruby

[Asfand Yar Qazi]

Hi,

Is it possible to compile Ruby so that it doesn't need to be installed
into any one location to be run? So when I write a game with it, I
just let the user install it wherever they want and it runs from
there, and can find its own modules and stuff relative to the binary's
directory location?

Thanks,
Asfand Yar