title: Seaborn Correlation Matrix with p values with Python
body: <p>I have a diagonal correlation matrix produced in seaborn.  I would like to mask out the ones that have a p-value greater than 0.05.</p>
  
  <p>Here's what I've got
  <a href="https://imgur.com/ljwj0U2" rel="noreferrer">https://imgur.com/ljwj0U2</a></p>
  
  <pre class="lang-py prettyprint-override"><code>sns.set(style="white")
  corr = result.corr()
  print corr
  
  mask = np.zeros_like(corr, dtype=np.bool)
  mask[np.triu_indices_from(mask)] = True
  f, ax = plt.subplots(figsize=(11, 9))
  sns_plot = sns.heatmap(result.corr(),mask=mask, annot=True, center=0, square=True, fmt=".1f", linewidths=.5, cmap="Greens")
  
  </code></pre>
  
  <p>Would greatly appreciate any help with this.
  Many thanks</p>