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Make plots with GNUplot. Have anyone tried that?

On Mon, 3 Mar 2008, Martin Maechler wrote:

            
In a later message Louise mentioned the desire to use TeX fonts for 
annotation, to match a LaTeX document.  Paul Murrell has pointed out his 
and my article in R-News 2006-2 about how to do this.

Louise almost mentioned the 'the gnuplot cvs which have pdfcairo support'. 
Well, R too has development versions, and I was able to do
in R-devel and get annotations in Computer Modern on screen, or
and get this on a PDF file.

To do so you would need /usr/share/fonts/mathml/cmr10.ttf installed, at 
least on F8 (part of the mathml-fonts RPM).