If memory works, I have done this in the past. As far as I remember, you had to trick him, since Ecdf() so damned. I think in help(ecdf) he hints that this is just a plot step, so you can evaluate two or more ecdfs, build one, and then annotate through lines() .
Change It turns out it's as simple as
R> Ecdf(c(rnorm(20), rnorm(20)), group=g, col=c('blue', 'orange'))
since the col= argument is clearly indicated on the help page. But I also found some scripts where I used plot.stepfun() explicitly.
Dirk eddelbuettel
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