I would like to have my gnuplot legends set in LaTeX math mode, because they often are described by a formula. I use wxMaxima to generate the plots, but I could switch to using gnuplot directly, if that makes things simpler. I am also using pdflatex, and would like to stick to that.
Concerning Andrew's wish for a short tutorial: Here it is. First, we set up a gnuplot called test.plt:
Then we also set up a small Makefile:
Running "make all" will produce this plot:
Note: Backslashes need to be doubled for some reason. I guess they have a special meaning as well in gnuplot.
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