The attached patch adds the options yerrorbars and xyerrorbars to the set fit command.
If the xyerrorbars is provided the fit command expects a using spec of the type
x:y:sx:sy to fit y=f(x), where sy is the standard deviation of the y-values and sx
the standard deviation of the independend variable x. For the fit the
"effective variance method" (Jay Orear, Am. J. Phys., Vol. 50, No. 10, October 1982)
is then used to incorporate the standard deviation of the x-values in the estimation
of the weights s used to calculate the Chi^2. By default (option yerrorbars) the
weights are simply s = sy (as befor this patch), but with the xyerrorbars option
the weights are calculated using the formula s**2 = (f'(x)*sx)**2 + sy**2, where
f'(x) is the derivative of the function f at x. The results of this new method were
sucessfully compared to results using ROOT, which uses a similar approach.