How to create a multi-page PDF-file with Gnuplot?

I make a dozen of plots with Gnuplot on Mac via ruby-gnuplot. If I re-run my ruby script, then the number of open windows with the plots doubles. If I could just output all these plots in a PDF opened in Preview, then the file would be automatically updated after every re-run and I don't need to bother closing the numerous windows.

Currently I can achieve this only with one plot per PDF-file:

Gnuplot.open do |gp|
  Gnuplot::Plot.new(gp) do |plot|
    plot.arbitrary_lines << "set terminal pdf \n set output 'figures.pdf'"
    # ...
  end
end

How can I make a single PDF with all my figures by Gnuplot?