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Hopefully these instructions will become redundant before long, but if you're running gretl on Linux the version of gnuplot available via your Linux distribution may not be sufficiently up to date to work optimally with gretl. For best results, we recommend the 5.0 release or higher, or current CVS.
To get an up-to-date build of gnuplot for use with gretl you can build gnuplot from the CVS source yourself.
Note that for this to succeed you will need to have the "devel" packages for GTK+ and Xorg installed.
export CVSROOT=:pserver:firstname.lastname@example.org:/cvsroot/gnuplot cvs login cvs -z3 checkout gnuplot
Just hit Enter when asked for a password. Then
sh ./prepare ./configure --prefix=/opt/gnuplot make sudo make install
The choice of installing to /opt/gnuplot is designed to avoid collisions with gnuplot as installed by your Linux distro.
In gretl, go to Tools/Preferences/General/Programs and change the "gnuplot" entry to read
Then re-start gretl.