A Gnuplot question

[Vic Norton]

I realize this is not an Octave question per se, but perhaps someone  
here can answer it.

My question: How do you change directory in Gnuplot so that your  
working directory is the directory containing the calling script?

I know how to do this in Octave:
    basedir = fileparts(mfilename("fullpath"));
    chdir(basedir);
I know how to do it in Perl:
    use FindBin qw($Bin);
    chdir $Bin;
But I don't know how to do it in Gnuplot.

Regards,

Vic