Standard deviation band


using Statistics

using Makie

n, m = 100, 101
t = range(0, 1, length=m)
X = cumsum(randn(n, m), dims = 2)
X = X .- X[:, 1]
μ = vec(mean(X, dims=1)) # mean
lines(t, μ)              # plot mean line
σ = vec(std(X, dims=1))  # stddev
band!(t, μ + σ, μ - σ)   # plot stddev band