title: corrplot shows insignificant correlation coefficients even when insig = "blank" is set
body: <p>I like to use correlation plot using <code>corrplot</code> function with correlation coefficients printed in the cells (using <code>addCoef.col</code> and <code>addCoefasPercent = TRUE</code>). I also like to remove the insignificant correlations from the plot (using <code>insig = "blank"</code>). The problem is that this only works for the background color, but not for the coefficient itself, so the coefficient itself is still printed! See:</p>
  
  <pre><code>set.seed(123)
  par(cex=0.8) # trick for cor. coef font size, see http://stackoverflow.com/q/26574054/684229
  col1 &lt;-rainbow(100, s = 1, v = 1, start = 0, end = 0.9, alpha = 1)
  test &lt;- matrix(data=rnorm(400),nrow=20,ncol=20)
  
  
  cor.mtest &lt;- function(mat, conf.level = 0.95){
      mat &lt;- as.matrix(mat)
      n &lt;- ncol(mat)
      p.mat &lt;- lowCI.mat &lt;- uppCI.mat &lt;- matrix(NA, n, n)
      diag(p.mat) &lt;- 0
      diag(lowCI.mat) &lt;- diag(uppCI.mat) &lt;- 1
      for(i in 1:(n-1)){
          for(j in (i+1):n){
              tmp &lt;- cor.test(mat[,i], mat[,j], conf.level = conf.level)
              p.mat[i,j] &lt;- p.mat[j,i] &lt;- tmp$p.value
              lowCI.mat[i,j] &lt;- lowCI.mat[j,i] &lt;- tmp$conf.int[1]
              uppCI.mat[i,j] &lt;- uppCI.mat[j,i] &lt;- tmp$conf.int[2]
          }
      }
      return(list(p.mat, lowCI.mat, uppCI.mat))
  }
  
  cor1 &lt;- cor.mtest(test, 0.95)
  
  corrplot(cor(test), p.mat = cor1[[1]], insig = "blank", method = "color", addCoef.col="grey", 
      order = "AOE", tl.cex = 1/par("cex"),
      cl.cex = 1/par("cex"), addCoefasPercent = TRUE)
  </code></pre>
  
  <p>Now you can see that the coefficients are printed also for the insignificant cells:</p>
  
  <p><img src="https://i.stack.imgur.com/GqsAe.png" alt="enter image description here"></p>
  
  <p>Just to see which cells are insignificant, you can use this command:</p>
  
  <pre><code>corrplot(cor(test), p.mat = cor1[[1]], insig = "pch", method = "color", addCoef.col="grey", 
      order = "AOE", tl.cex = 1/par("cex"),
      cl.cex = 1/par("cex"), addCoefasPercent = TRUE)
  </code></pre>
  
  <p>Perhaps this is a bug of corrplot package?</p>
  
  <p><strong>How can I get rid of printing the coefficient in insignificant cells?</strong></p>