I've found this plot on corrplot 
:
What do I see there? The correlations are coloured according to {-1,1} and significance values are applied, represented by a cross. What do these crosses tell? Are they located in entries which violate the significance value?
If you read the documentation carefully it says:
Combining correlogram with the significance test
res1 <- cor.mtest(mtcars, conf.level = .95)res2 <- cor.mtest(mtcars, conf.level = .99)
## specialized the insignificant value according to the significant levelcorrplot(M, p.mat = res1$p, sig.level = .2)
This correlation plot visualizes the correlations between your variables, and the X's are placed on top of non-significant correlations based on your desired threshold, sig.level, mapped in the corrplot function.
