color palette to use, defaults to c("black", "\#005AFF"),
where first value is used to color the step function and the second color is
used for the fitted normal
The empirical cumulative distribution function (ECDF for short) calculates
the fraction of observations less or equal to a given value. The resulting
plot is a step function of that fraction at each observation. This function
uses ecdf and overlays the CDF for a fitted normal function as well.
Inspired by a chart in Ruppert (2004).
References
Ruppert, David. Statistics and Finance, an Introduction.
Springer. 2004. Ch. 2 Fig. 2.5