The "hold on" command applies to an axes object and not to the figure. The "corrplot" function creates a new figure, with several axes objects, each time it is called and therefore the "hold on" command does not apply here.
I am not entirely sure about why you wish to overlay the two outputs, but one workaround would be to access the each of the axes objects and copy the axes children as shown here:
%%Create the two corrplots and obtain figure handles
% This section will create 2 different figures, one for each corrplot
load Data_Canada
% First call to corrplot
[R,PValue] = corrplot(DataTable,'tail','right');
f1 = gcf;
% Second call to corrplot
corrplot(DataTable(:,1:2),'type','Kendall','testR','on');
f2 = gcf;
%%Copy plots from one axes to another
% Obtain axes handles
ax1 = f1.Children(1);
ax2 = f2.Children(1);
% Copy first axes' children(plot objects) to second axes
copyobj(ax1.Children,ax2)
You might want to run each section individually to notice the difference. Plots from one of the first figure's axes have been copied over to the second figure's top-right axes.
