The function first checks if the full reference distributions of
compare_gvar are saved using the argument return_all set to TRUE. If
not, an error is thrown.
Using the "name_a" and "name_b" arguments allows for custom labeling of the
two models in the plot.
The function generates two density plots using ggplot2, one for the
temporal network (beta) and another for the contemporaneous network (pcor).
The density distributions are filled with different colors based on the
corresponding models (mod_a and mod_b). The empirical distances between the
networks are indicated by red vertical lines.