Option to mark significant correlations

[michaellevy]

There are a lot of good options for how to distinguish correlations that do vs don't hit a significance threshold, but no option to print all of the correlations and highlight only those that are significant.

[vsimko]

Looks good. I tried the following code:

library(corrplot)
M <- Hmisc::rcorr(as.matrix(mtcars))
corrplot(M$r, p.mat = M$P, insig = "label_sig",
         sig.level = c(.001, .01, .05), pch.cex=0.9, pch.col = "white")

which produced the following image:

[vsimko]

I'll merge your changes and increase the version number as well.

[taiyun]

Looks nice!

[smesteves]

Is there a way to add both the coefficient and the signification in the same triangle?