See here for source: http://www.sthda.com/english/wiki/visualize-correlation-matrix-using-correlogram.
correlation_test(x, confidence_level = 0.95, ...)An object of class "DataFrame" or "matrix".
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 cor.test.
A list containing three matrices; p_value, lower_bound, and upper bound.
Other utils: process_coefficients,
process_variable_importances,
reduce_cores,
remove_variables