# Plot confidence interval around curve

I need to plot a confidence band around a curve in Mathematica, similarly to what done with r in the image below (from here).

What is the best way to do it? My code is simply

SetOptions[Plot, BaseStyle -> {FontFamily -> "Times", FontSize -> 14}];
Plot[Sin[2 x], {x, 0, Pi/3}, Frame -> True, Axes -> False,
LabelStyle -> Opacity]


and the resulting curve is also shown below.  • How is your interval defined? By an offset? Please elaborate. – Yves Klett May 3 '16 at 8:42

Something like this,

confidenceinterval = .2;
Plot[{Sin[2 x],
Sin[2 x] + .5 confidenceinterval,
Sin[2 x] - .5 confidenceinterval},
{x, 0, Pi/3},
Filling -> {3 -> {2}},
FillingStyle -> Directive[Opacity[.3], Pink],
PlotStyle -> {Automatic, None, None}] • Sorry, @JasonB. I have no confidence in this answer. If there's data involved, the width of the band won't be constant. – JimB May 3 '16 at 20:09
• @JimBaldwin Your sermons are appreciated, I pretend no knowledge of statistics, I just viewed the question as "how can I make this pretty plot with a pink stripe and blue line down the middle?" – Jason B. May 3 '16 at 20:15
• I figured as much. But I just couldn't resist the opportunity. – JimB May 3 '16 at 20:20

Your figure with the "band" shows a 95% prediction band and not a 95% confidence band. In Mathematica lingo you need to decide on whether you want a SinglePredictionBand or a MeanPredictionBand, respectively. (And the one you show is not appropriate given the change in variance from low predictor values to high predictor values.)

Here is an example for obtaining both types of bands:

n = 100;
x = Table[(π/3) i/n, {i, n}];
y = Sin[2 x] + RandomVariate[NormalDistribution[0, 0.2], n];
data = Transpose[{x, y}];
nlm = NonlinearModelFit[data, a + Sin[b t], {{a, 0}, {b, 2}}, t];
Show[ListPlot[data],
Plot[{nlm[t], nlm["SinglePredictionBands"],
nlm["MeanPredictionBands"]}, {t, 0, π/3},
Filling -> {2 -> {1}, 3 -> {1}}], Frame -> True,
AxesOrigin -> {0, -0.5}, ImageSize -> Large] 