In Yosemite, 
Initially, I had quartz and gunplat 5.0.0 installed. However I could not load my x11 window.(everything else was file-X11 was somehow unknown)
Here is a workaround that 'worked for me'.
Go to the gunplot source folder
-$ make clean; 
make uninstall
then in the "configure" file  under the following lines

\# Standard set of common directories for X headers.

\# Check X11 before X11Rn because it is often a symlink to the current release.

---added the location of my X11 files also  


/opt/X11/include



now run ./configure;
make ;
sudo make install

worked perfectly for me as you see below


	G N U P L O T
	Version 5.0 patchlevel 0    last modified 2015-01-01 

	Copyright (C) 1986-1993, 1998, 2004, 2007-2015
	Thomas Williams, Colin Kelley and many others

	gnuplot home:     http://www.gnuplot.info
	faq, bugs, etc:   type "help FAQ"
	immediate help:   type "help"  (plot window: hit 'h')

Terminal type set to 'x11' 



hope it helps