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.