Comparison between multiple correlation coefficients. The script tests whether a sample of k correlation coefficients are equal and thus can be represented by an average correlation coefficient. The k correlation coefficients can be computed from samples n1, n2,...,nk with different sample sizes.
A description of the equations for correlated tests is in Raghunathan, Quality and Quantity, 37:99, 2003: An approximate test for homoegneity of correlated correlation coefficients. http://link.springer.com/content/pdf/10.1023/A:1022567712647.pdf
The code is only for independent correlation coefficients, if I get it right. You can also replace the functions fisherz and ifisherz with atanh and tanh, respectively.
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