We report the results of simultaneous monitoring observations of the Galactic microquasar GRS 1915+105 with INTEGRAL and RXTE from 3 up to ~300 keV, and the Ryle Telescope at 15 GHz. We first identify the classes of variability in which GRS 1915+105 is found, and report some direct transitions between them. The accretion ejection connections are studied in a model-independent manner through the source light curves, hardness ratio, and color-color diagrams. During a period of steady X-ray state (class χ) we observe a steady radio flux interpreted as the signature of a compact jet. We then turn to three particular observations during which we observe several types of soft X-ray dip and spike cycles, followed by radio flares, corresponding to classes ν, λ, and β types of variability. This is the first time ejections are reported during a class λ observation. We generalize the fact that a (nonmajor) discrete ejection always occurs, in GRS 1915+105, as a response to an X-ray sequence composed of a spectrally hard X-ray dip terminated by an X-ray spike marking the disappearance of the emission above 18 keV. We identify the trigger of the ejection as the X-ray spike. A possible correlation between the amplitude of the radio flare and the duration of the X-ray dip is found. The X-ray dips prior to ejections could thus represent the time during which the source accumulates energy and material that is ejected later. The fact that these results do not rely on any spectral modelling enhances their robustness.