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I have a ton of datapoints - too much for excel, etc to handle, so I'm using gnuplot. The problem is that I want to include the graph in LaTeX later. I know that I can take a PNG screenshot and include that, but I would rather export an EPS file. How do I do this.

In case it matters, this is what I'm plotting:

plot "ATWNetwork.stats" using 1:2 with linespoints ls 2 pt 2 lc 2
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gnuplot> set term postscript eps color blacktext "Helvetica" 24
Terminal type set to 'postscript'
Options are 'eps noenhanced defaultplex \
   leveldefault color blacktext \
   dashed dashlength 1.0 linewidth 1.0 butt noclip \
   nobackground \
   palfuncparam 2000,0.003 \
   "Helvetica" 24  fontscale 1.0 '
gnuplot> set output "filename.eps"
gnuplot> plot "ATWNetwork.stats" using 1:2 with linespoints ls 2 pt 2 lc 2
gnuplot> set output
gnuplot> quit
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    And you can use `pdfcairo` if you are using `pdflatex`. Or, for inclusion in a LaTeX-document the terminals `epslatex`, `cairolatex eps`, `cairolatex pdf`, `lua tikz` are also fine. All of them have their advantages/weaknesses. – Christoph Dec 18 '13 at 13:13