I have two correlation matrices coming from the same variables (divided into two groups due to the presence of a particular event). I would compare these two matrices to show the differences in correlation between variables, between the matrices. For example: correlation A/B (group1) and correlation A2/B2 (group2). correlation A/B -> r=0.80 with p<0.05 correlation A2/B2 -> r= -0.75 with p<0.01 They are the same variables, but the correlations in both groups are different. How can I show these changes? (I link you just a part of the whole data)
cor1<-cor(studiorun1)
> cor1
incl_tronco flex_anca flex_gin flex_piede
incl_tronco 1.00000000 -0.51666078 -0.48379787 -0.05542376
flex_anca -0.51666078 1.00000000 0.02818835 -0.30307174
flex_gin -0.48379787 0.02818835 1.00000000 0.24496844
flex_piede -0.05542376 -0.30307174 0.24496844 1.00000000
> cor2<-cor(studiorun2)
> cor2
incl_tronco flex_anca flex_gin flex_piede
incl_tronco 1.0000000 0.04246250 -0.0411276 -0.17144055
flex_anca 0.0424625 1.00000000 0.9165774 0.07296401
flex_gin -0.0411276 0.91657743 1.0000000 0.19867732
flex_piede -0.1714406 0.07296401 0.1986773 1.00000000
Thank you in advice.