R: Plotting one ECDF on top of another in different colors

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I have a couple of cumulative empirical density functions which I would like to plot on top of each other in order to illustrate differences in the two curves. As was pointed out in a previous question, the function to draw the ECDF is simply plot(Ecdf()) And as I read the fine manual page, I determined that I can plot multiple ECDFs on top of each other using something like the following:

require( Hmisc )
set.seed(3)
g <- c(rep(1, 20), rep(2, 20))  
Ecdf(c( rnorm(20), rnorm(20)), group=g)

However my curves sometimes overlap a bit and can be hard to tell which is which, just like the example above which produces this graph:

enter image description here

I would really like to make the color of these two CDFs different. I can't figure out how to do that, however. Any tips?

3 Answers

Without using Ecdf (doesn't look like Hmisc is available):

set.seed(3)
mat <- cbind(rnorm(20), rnorm(20))
matplot(apply(mat, 2, sort), seq(20)/20, type='s')
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