code: public static double getSignificance(double correlation1, double correlation2, int n1, int n2) throws MathException {
          
          // transform to Fisher Z-values
          double zv1 = FisherZTransformation.transform(correlation1);
          double zv2 = FisherZTransformation.transform(correlation2);
  
          // difference of the Z-values
          double zDifference = (zv1 - zv2) / Math.sqrt(2d) / Math.sqrt( (double)1/(n1-3) + (double)1/(n2-3));
          
          // get p value from the complementary error function
          double p = Erf.erfc( Math.abs(zDifference));
          return p;
      }
docs: Computes the significance of the difference between two correlations.
  @see org.tud.sir.util.statistics.Significance.testCorrelations