MATLAB function to rename all three files of a BrainVision EEG dataset. It also updates the details inside the files.

rename_brainvision_files.m

function rename_brainvision_files(oldheaderfile, newheaderfile)

% RENAME_BRAINVISION_FILES renames a BrainVision EEG dataset, which consists of a vhdr header
% file, vmrk marker file and a data file that usually has the extension dat, eeg or seg.
%
% Use as
%   rename_brainvision_files(oldname, newname)
% where both the old and the new filename should be strings corresponding to the
% header file, i.e. including the vhdr extension.
%
% See also http://www.fieldtriptoolbox.org/ and https://sccn.ucsd.edu/wiki/EEGLAB for
% open source software to process BrainVision EEG data.

% determine whether the file extensions should be in lower or upper case
if ~isempty(regexp(newheaderfile, 'VHDR$', 'once'))
  switchcase = @upper;
else
  switchcase = @lower;
end

% determine the filename without extension
[~, f, ~] = fileparts(newheaderfile);

% deal with the header file
assert(exist(oldheaderfile, 'file')~=0, 'the file %s does not exists', oldheaderfile);
assert(exist(newheaderfile, 'file')==0, 'the file %s already exists', newheaderfile);
fid1 = fopen(oldheaderfile, 'r');
fid2 = fopen(newheaderfile, 'w');
while ~feof(fid1)
  line = fgetl(fid1);
  if ~isempty(regexp(line, '^MarkerFile', 'once'))
    [~, rem] = strtok(line, '=');
    oldmarkerfile = rem(2:end);
    [~, ~, x] = fileparts(oldmarkerfile);
    newmarkerfile = [f switchcase(x)];
    line = sprintf('MarkerFile=%s', newmarkerfile);
  elseif ~isempty(regexp(line, '^DataFile', 'once'))
    [~, rem] = strtok(line, '=');
    olddatafile = rem(2:end);
    [~, ~, x] = fileparts(olddatafile);
    newdatafile = [f switchcase(x)];
    line = sprintf('DataFile=%s', newdatafile);
  end
  fprintf(fid2, '%s\r\n', line);
end
fclose(fid1);
fclose(fid2);

% deal with the marker file
assert(exist(oldmarkerfile, 'file')~=0, 'the file %s does not exists', oldmarkerfile);
assert(exist(newmarkerfile, 'file')==0, 'the file %s already exists', newmarkerfile);
fid1 = fopen(oldmarkerfile, 'r');
fid2 = fopen(newmarkerfile, 'w');
while ~feof(fid1)
  line = fgetl(fid1);
  if ~isempty(regexp(line, '^HeaderFile', 'once'))
    [~, rem] = strtok(line, '=');
    oldheaderfile = rem(2:end);
    [~, ~, x] = fileparts(oldheaderfile);
    newheaderfile = [f switchcase(x)];
    line = sprintf('HeaderFile=%s', newheaderfile);
  elseif ~isempty(regexp(line, '^DataFile', 'once'))
    [~, rem] = strtok(line, '=');
    olddatafile = rem(2:end);
    [~, ~, x] = fileparts(olddatafile);
    newdatafile = [f switchcase(x)];
    line = sprintf('DataFile=%s', newdatafile);
  end
  fprintf(fid2, '%s\r\n', line);
end
fclose(fid1);
fclose(fid2);

% deal with the data file
assert(exist(olddatafile, 'file')~=0, 'the file %s does not exists', olddatafile);
assert(exist(newdatafile, 'file')==0, 'the file %s already exists', newdatafile);
status = copyfile(olddatafile, newdatafile);
if ~status
  error('failed to copy data from %s to %s', olddatafile, newdatafile);
end

here is a revision for some naming issues I had to fix and added option for removing old files
https://gist.github.com/CPernet/e037df46e064ca83a49fb4c595d4566a

no idea how to do a pull request with gist

Also no clue how to merge this back. But your version and comment are nicely added to my gist, so I guess it is fine as it is.