title: How to remove insignificant variables in a correlogram matrix
body: <p>I have a dataset with 29 variables and I have tried to see how they are correlated using
  <code>cor()</code>.</p>
  <p>This has given me a 29X29 matrix with the p-value for each product pair. Most of these correlations are insignificant, and I want only to retain the instances where the p-value is significant for 2 specific variables.</p>
  <p>Here is a toy example, suppose that I want to maintain only the variables there are significant correlated with <code>mpg</code>, i.g., <code>cor_pmat(mpg, other_variables) &lt; 0.05)</code>.</p>
  <pre><code>library(ggcorrplot)
  p.mat &lt;- cor_pmat(mtcars)
  corr &lt;- round(cor(mtcars), 2)
  </code></pre>
  <p>Any hint on how can I do that?</p>