# Other code I got online, gives different results
from scipy import stats, linalg
def partial_corr(C):
"""
Returns the sample linear partial correlation coefficients between pairs of variables in C, controlling
for the remaining variables in C.
Parameters
----------
C : array-like, shape (n, p)
Array with the different variables. Each column of C is taken as a variable
Returns
-------
P : array-like, shape (p, p)
P[i, j] contains the partial correlation of C[:, i] and C[:, j] controlling
for the remaining variables in C.
"""
C = np.asarray(C)
p = C.shape[1]
P_corr = np.zeros((p, p), dtype=np.float)
for i in range(p):
P_corr[i, i] = 1
for j in range(i + 1, p):
idx = np.ones(p, dtype=np.bool)
idx[i] = False
idx[j] = False
beta_i = linalg.lstsq(C[:, idx], C[:, j])[0]
beta_j = linalg.lstsq(C[:, idx], C[:, i])[0]
res_j = C[:, j] - C[:, idx].dot(beta_i)
res_i = C[:, i] - C[:, idx].dot(beta_j)
corr = stats.pearsonr(res_i, res_j)[0]
P_corr[i, j] = corr
P_corr[j, i] = corr
return P_corr