vector を使って書くときは

std::vector<double> x, y, xe, ye;
for ( int i = 0; i < 100; i++ ) {
  x.push_back();
  y.push_back();
  xe.push_back();
  ye.push_back();
}
TGraphErrors *ge = new TGraphErrors(x.size().
                                    &x[0], &y[0], &xe[0], &ye[0]);