A valid comparison of the magnitude of two correlations requires researchers to directly contrast the correlations using an appropriate statistical test. In many popular statistics packages, however, tests for the significance of the difference between correlations are missing. To close this gap, we introduce cocor, a free software package for the R programming language. The cocor package covers a broad range of tests including the comparisons of independent and dependent correlations with either overlapping or nonoverlapping variables. The package also includes an implementation of Zou' s confidence interval for all of these comparisons. The platform independent cocor package enhances the R statistical computing environment and is available for scripting. Two different graphical user interfaces -a plugin for RKWard and a web interface-make cocor a convenient and userfriendly tool.
Diedenhofen, B., & Musch, J. (2015). Cocor: A comprehensive solution for the statistical comparison of correlations. PLoS ONE, 10(4). https://doi.org/10.1371/journal.pone.0121945