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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

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confidence band around a smoothed function

I am using earth packageearth: Multivariate Adaptive Regression Spline Models regression to get a constant piecewise approximation of my data. I want to plot a band of confidence around it. Does this …