Carga de la matriz a utilizar mat_X

library(readr)
library(kableExtra)
url_link<-"http://halweb.uc3m.es/esp/Personal/personas/agrane/libro/ficheros_datos/capitulo_7/datos_prob_7_3.txt"
mat_X<-read_table2(url_link,col_names = FALSE)

mat_X %>% head() %>% 
  kable(caption ="Matriz de información:" ,align = "c",digits = 6) %>% 
  kable_material(html_font = "sans-serif")
Matriz de información:
X1 X2 X3 X4 X5 X6 X7 X8
30 41 670 3903 12 94 341 1.2
124 46 410 955 6 57 89 0.5
95 48 370 6 5 26 20 0.1
90 43 680 435 8 20 331 1.6
112 41 100 1293 2 51 22 0.1
73 51 390 6115 4 35 93 0.2

Creación y presentación de matriz de correlación usando corrplot

library(corrplot)
library(grDevices)
library(Hmisc)

# 1er ejemplo

Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         method="circle",
         type="full",
         order="FPC",
         tl.col="black",
         tl.srt = 20,
         pch.col = "blue",
         insig = "p-value",
         sig.level = -1,
         col = terrain.colors(100))

# 2do ejemplo

Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         method="shade",
         type="lower",
         order="FPC",
         tl.col="black",
         tl.srt = 20,
         pch.col = "blue",
         insig = "p-value",
         sig.level = -1,
         col = heat.colors(100))

# 3er ejemplo

col2 <- colorRampPalette(c("#67001F", "#B2182B", "#D6604D", "#F4A582",
                           "#FDDBC7", "#FFFFFF", "#D1E5F0", "#92C5DE",
                           "#4393C3", "#2166AC", "#053061"))

Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         method="square",
         type="full",
         order="hclust",
         addrect=2,
         tl.col="black",
         tl.srt = 20,
         pch.col = "Black",
         insig = "p-value",
         sig.level = -1,
         col = col2(50))

# 4to ejemplo

blackandred <- c("red", "black")

Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,# r es la matriz de correlación
         p.mat = Mat_R$r,
         method="number",
         type="full",
         order="hclust",
         addrect=3,
         tl.col="black",
         tl.srt = 20,
         pch.col = "Black",
         insig = "p-value",
         sig.level = -1,
         col = blackandred)

# 5to ejemplo

Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,# r es la matriz de correlación
         p.mat = Mat_R$r,
         method="ellipse",
         type="full",
         order="hclust",
         addrect=3,
         tl.col="black",
         tl.srt = 20,
         pch.col = "Black",
         insig = "p-value",
         sig.level = -1,
         col = gray.colors(100))