differential.cor.test: Test for differential correlation
In AEBilgrau/Bmisc: Biostatistical miscellaneous functions

Description Usage Arguments Details Value References Examples

This functions tests the hypothesis of no difference in correlations.

1	differential.cor.test(cor1, cor2, N1, N2)

`cor1`	A numeric matrix of correlation coefficients in the first group.
`cor2`	As c`cor1` for the second group.
`N1`	integer of lenth 1. The number of samples in group 1.
`N2`	integer of lenth 1. The number of samples in group 2.

The function uses Fisher's Z transform (atanh) of correlations

A list of matrices or vector containing:

`Z.scores`	A numeric matrix of Z-scores for the hypothesis.
`P.values`	A numeric matrix of the P-values.

http://core.ecu.edu/psyc/wuenschk/docs30/CompareCorrCoeff.pdf

N1 <- 10
print(cor1 <- cor(t(replicate(N1, rnorm(5)))))
N2 <- 8
print(cor2 <- cor(t(replicate(N2, rnorm(5)))))

differential.cor.test(cor1, cor2, N1, N2)