How to turn off iCloud music?

Since I've updated my iPhone 6 and iPhone 4S to iOS 8.4, I haven't been able to hide all the songs in iCloud. I've hid them in the past, and I remember there was a setting under music, I believe, called "show all music" and when I turned it off, all the iCloud songs were gone. Now I don't see that setting and all the songs I've purchased in the past are on my phones again. I've looked under music, iCloud, iTunes and App Store settings, but I couldn't find anything. How can i get rid of those songs?