I have two scripts (one of them is a silly one) to only use latex on the plots. You can download them from github:
Make sure you have these two scripts on a folder which is on your path. Just to give you an example, this is what I have on my .zshrc (the syntax is identical for .bashrc)
export PATH=$PATH:/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/usr/local/games:$HOME/bin
The main script is the second one, which contains this information in the header
# This script is meant to quickly and silently produce an eps
# from a File.tex and File.eps created with gnuplot.
#
# Usage: GpTex.sh [-p] filename
#
# -p optional, to convert to pdf and crop the file.
# This runs epstopdf and pdfcrop if -p is present.
#
# filename -- input file. Presumed to be filename.tex
#
#
# You have to use the epslatex in gnuplot. This is an
# example:
#%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
# set terminal epslatex <--- %
# set output "MyFile.tex" <--- %
# set xlabel "Time ($10^9$ sec)" %
# set ylabel "$e_{\\bullet}$" %
# set mxtics 5 %
# set mytics 5 %
# set nokey %
# %
# plot './orbital_elements.dat' u ($1/1e+9):2 ls 1 w l smooth csplines, \ %
# 'orbital_elements2.dat' u ($1/1e+9):2 ls 1 w l smooth csplines %
# %
# set terminal x11 %
#%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
#
# All latex symbols need to be protected with a second backslash: \\
#
# Write the above script as MyScript.gnuplot and run
# $ gnuplot MyScript.gnuplot
# This produces a .tex file, which is the argument of GpTex.sh
#
# Pau Amaro Seoane, 20/09/2011, Berlin
#
# Note:
# I've used redirect to /dev/null to quiet LaTeX and dvips output
# To restore the noise, simply remove those redirects.
The second script is just doing what is explained in the header
# This is a dummy script which uses # gnuplot and GpTex -p assuming that # gnuplot exports always to out.tex # to then open it with a pdf viewer
This way, you just have to run from your terminal
$ Gnuplot.sh YourScript.gnu
This will create the figure with latex and open a viewer to have a look at the outputted (and trimmed) pdf which, by default, is going to be called out.pdf.