Plots.jl how to create a heat map from several curves

Given that you have a lot of points, a contourf sounds more adapted ?
Assuming you have p(x,t) for each x and t create a matrix out of it and give x and t for horizontal and vertical axis.
Something like

using Distributions, Plots
x = range(-5, 5, length = 100);
s = range(0.01, 3.0, length =  100);
Z = reduce(hcat, [pdf(Normal(0, exp(sig)), x) for sig in s])
contourf(x, s, Z', xlabel = "x", ylabel = "sig")

varyingsigma
Note that you can still replace contourf by heatmap to get more or less the same result
varyingsigma