There is a very basic interface between R and gnuplot in the TeachingDemos package.  Look at the help for gp.plot.
 
gp.open will run gnuplot and link it to R, gp.plot will send data to gnuplot and create a scatterplot.  (gp.send will send extra commands to gnuplot and gp.close will clean up).
 
Feel free to extend this to fit your needs,

________________________________

From: r-help-bounces@r-project.org on behalf of Louise Hoffman
Sent: Fri 2/29/2008 4:54 PM
To: Gabor Csardi
Cc: r-help@r-project.org
Subject: Re: [R] Make plots with GNUplot. Have anyone tried that?



>  If you still want to then read ?write.table, that can export your data
>  into a spreadsheet-like ascii format which can be used from GNUplot
>  easily.

Very interesting.

So if I e.g. write:
ts.sim <- arima.sim(list(order = c(1,1,0), ar = 0.7), n = 200)
ts.plot(ts.sim)

How do I know the names of the rows to put in the data.frame() command?

>  Btw, comparing the graphics capabilities of GNUplot and R, it is
>  something like a three-wheel bicycle and a spaceship. Guess
>  which is which.

=) I know that I will most likely spend a lot of time on just making
the plots, but I atleast (for now =) ) think it could be fun to try.

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