I have two cdfs plots as shown below and I need to compute the area between two curves.
So, the red one can be either completely below green one or completely above it or crossing the green one as shown in the image. For the case when two plots are completely separated, I suppose the area can be obtained using below code:
ecdf_diff <- function(t) ecdf_x(t) - ecdf_y(t)
# Integrate the difference between the ECDFs over the range of the data
area <- integrate(ecdf_diff, min(min(x, y)), max(max(x, y)))
However, for the case of two plots crossing each other, I need to compute the top part and bottom part (shown by arrows) separately. So two values (one for top and one for bottom) I need to report. Is there any way to do this in R?