Calculate correlation difference between a forecast and a reference forecast, and assess uncertainty

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`fcst` |
vector of forecasts |

`fcst.ref` |
vector of reference forecasts |

`obs` |
vector of observations |

`N.eff` |
user-defined effective sample size to be used in hypothesis test and for confidence bounds; if NA, the length of 'obs' is used after removing missing values; default: NA |

`conf.level` |
confidence level for the confidence interval; default = 0.95 |

`handle.na` |
how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.triplets'; default: 'na.fail' |

vector with correlation difference, one-sided p-value, and central confidence interval at the user-defined confidence level

Steiger (1980): Tests for comparing elements of a correlation matrix. Psychological Bulletin. doi: 10.1037/0033-2909.87.2.245 Zou (2007): Toward using confidence intervals to compare correlations. Psychological Methods. doi: 10.1037/1082-989X.12.4.399

Corr

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