Test the difference between two correlations.

## Arguments

- r1, r2
Correlation coefficients (Pearson's

*r*).- n, n1, n2
Sample sizes.

- rcov
[Optional] Only for nonindependent

*r*s:`r1`

is r(X,Y),`r2`

is r(X,Z),then, as Y and Z are also correlated,

we should also consider

`rcov`

: r(Y,Z)

## Examples

```
# two independent rs (X~Y vs. Z~W)
cor_diff(r1=0.20, n1=100, r2=0.45, n2=100)
#> r1 = 0.200 (N = 100)
#> r2 = 0.450 (N = 100)
#> Difference of correlation: z = -1.96, p = 0.050 *
# two nonindependent rs (X~Y vs. X~Z, with Y and Z also correlated [rcov])
cor_diff(r1=0.20, r2=0.45, n=100, rcov=0.80)
#> r1 = 0.200
#> r2 = 0.450
#> (N = 100, r_cov = 0.800)
#> Difference of correlation: t(97) = -4.56, p = 1e-05 ***
```