The authors of gnuplot suggest that it be spelled precisely that way, with no capital letters. It is particularly incorrect to spell it GNUplot, as the program bears no relation to the GNU project or the Free Software Foundation (The authors named it as a pun on newplot, as that name was already taken.). It is not licensed under the GNU General Public License.
The FSF does distribute gnuplot in some of their software collections, as it is a useful program under a gratis (free as in beer) license; it's a borderline case whether it is libre (free as in speech).
gnuplot's license is:
Copyright 1986 - 1993, 1998 Thomas Williams, Colin Kelley
Permission to use, copy, and distribute this software and its
documentation for any purpose with or without fee is hereby granted,
provided that the above copyright notice appear in all copies and
that both that copyright notice and this permission notice appear
in supporting documentation.
Permission to modify the software is granted, but not the right to
distribute the complete modified source code. Modifications are to
be distributed as patches to the released version. Permission to
distribute binaries produced by compiling modified sources is granted,
- distribute the corresponding source modifications from the
released version in the form of a patch file along with the binaries,
- add special version identification to distinguish your version
in addition to the base release version number,
- provide your name and address as the primary contact for the
support of your modified version, and
- retain our contact information in regard to use of the base
Permission to distribute the released version of the source code along
with corresponding source modifications in the form of a patch file is
granted with same provisions 2 through 4 for binary distributions.
This software is provided "as is" without express or implied warranty to the extent permitted by applicable law.