Q:

significance values in corrplot

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?

A:

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 level
corrplot(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.

