How to plot and calculate 95% confidence interval

Hello,

I have two vectors of the actual values and predicted values and I want to calculate and plot 95% confidenence interval just like the image I have attached. Colud you please help me?

thanks a lot.

Answer 1

[Rishabh Gupta]

Hi Sara,

To calculate the 95% confidence intervals of your signal, you first will need to calculate the mean and *|std| (standard deviation) of your experiments at each value of your independent variable. The standard way to do this is to calculate the standard error of the mean at each value of your independent variable, multiply it by the calculated 95% values of the t-distribution (here), then add and subtract those values from the mean.

Please refer to following MATLAB Answer for more details:

https://www.mathworks.com/matlabcentral/answers/414039-plot-confidence-interval-of-a-signal?s_tid=answers_rc1-2_p2_MLT

I hope this helps.

[Sara]

Dear Rishabh,

Thanks for your help.

[Baldvin]

Here is a MATLAB Answer specifically about plotting the bounds as a shaded area, in case anyone wants some ideas for the plotting task:

https://www.mathworks.com/matlabcentral/answers/494515-plot-standard-deviation-as-a-shaded-area

which builds on this answer here:

https://www.mathworks.com/matlabcentral/answers/180829-shade-area-between-graphs