I couldn't find the R or the RReferences module on cpan. There probably is a way to make it work with threads, but reading the reviews of Statistics::R module, it is problem prone on it's own, even without threads.

Since it involves a "shell" you may need some kind of pty, or pipes, to run it from Perl thru IPC.

See if you can get it to work thru a forking mechanism first, until you get a handle on what is exactly happening, and then try to convert to threads.