You can use the \texcolor command, provided by color package. If you use standalone mode color package is automatically loaded with color option to terminal, otherwise you have to explicitly load color (or xcolor) package in your LaTeX document.

A colorful example:

set terminal epslatex color solid 8 standalone set output "foo.tex" set format x '$\textcolor{green}{%g}$' set format y '$\textcolor{yellow}{%g}$' set label 10 '\textcolor{blue}{H}' tc lt 1 at 0.01,6 plot x**3 title '$\textcolor{magenta}{x}^{\textcolor{cyan}{3}}$' set output 

Result:

You can use the \texcolor command, provided by color package. If you use standalone mode color package is automatically loaded with color option to terminal, otherwise you have to explicitly load color (or xcolor) package in your LaTeX document.

A colorful example:

set terminal epslatex color solid 8 standalone set output "foo.tex" set format x '$\textcolor{green}{%g}$' set format y '$\textcolor{yellow}{%g}$' set label 10 '\textcolor{blue}{H}' at 0.01,6 plot x**3 title '$\textcolor{magenta}{x}^{\textcolor{cyan}{3}}$' set output 

Result: