Two plots on a single page:

par(mfcol=c(2,1))

Plot with two data series (each represented by a line) on two Y-axes:

see http://stackoverflow.com/questions/6142944/how-can-i-plot-with-2-different-y-axes

Adding a line and a text to a margin ("Calibration" & "Validation" on top): I suggest using axis(.) and mtext(.):

axis(side=3, xlim=c(left,right), at=c(left,right), labels=FALSE, line=1, tcl=0.5);

mtext(side=3, text = "Text above the line", line=1.5, at=(left+right)/2)

Jochen.Thank you.That link is very useful for me .