See here for source: http://www.sthda.com/english/wiki/visualize-correlation-matrix-using-correlogram.
correlation_test(x, confidence_level = 0.95, ...)
| x | An object of class "DataFrame" or "matrix". |
|---|---|
| confidence_level | confidence level for the returned confidence interval. Currently only used for the Pearson product moment correlation coefficient if there are at least 4 complete pairs of observations. |
| ... | further arguments to be passed to or from |
A list containing three matrices; p_value, lower_bound, and upper bound.
Other utils: process_coefficients,
process_variable_importances,
reduce_cores,
remove_variables