Rather than just reply to that email, I thought I’d knock up a quick post for my blog to show how it was done. I was recently asked via email how I produced the figures in the paper.
That particular figure and the others in the papers were drawn using the lattice package (Sarkar, 2008), but I could just have easily used ggplot2 (Wickham, 2009) instead. The coloured sections show where the estimated trend is changing in a statistically significantly manner, i.e. where a 95% confidence interval on the first derivative (rate of change) of the trend does not include 0. Both papers included plots like the one shown below wherein we show the estimated trend and associated point-wise 95% confidence interval, plus some other markings.
I recently coauthored a couple of papers on trends in environmental data (Curtis and Simpson Monteith et al.), which we estimated using GAMs.