You need to flush the file opened by gnuplot in order to write the .tex file. Using
gnuplot> set output after the plot command, the file is correctly writed. I think this is not a bug since in the documentation, it is explained that each file must be closed (even if it was not clear to me that we must use the command "set output" to close the file) -- To UNSUBSCRIBE, email to [EMAIL PROTECTED] with a subject of "unsubscribe". Trouble? Contact [EMAIL PROTECTED]