Include `cor.mtest` function into base corrplot

[vsimko]

I saw that the cor.mtest function is being used:

• in our vignette
• in @kassambara's blog
• in stackoverflow question http://stackoverflow.com/questions/26574670

Maybe we should include it to corrplot as a function.

[kassambara]

Hi,

This would be great.

I think that the corrplot package is a place where we expect to have such functionality even if it's possible to compute the matrix of correlations and p-values using the Hmisc::rcorr() function.

One problem with Hmisc::rcorr() is that, it doesn't support kendall correlation method.

library(Hmisc)
res <- rcorr(as.matrix(mtcars[, 1:5]), type = "pearson")

res$r # the matrix of correlations
res$P # the matrix p-values