mroderick

How to add an image to a gist

1. Create a gist if you haven't already.
2. Clone your gist:

   # make sure to replace `<hash>` with your gist's hash
   git clone https://gist.github.com/<hash>.git # with https
   git clone git@gist.github.com:<hash>.git     # or with ssh

fabianp

"""
Partial Correlation in Python (clone of Matlab's partialcorr)

This uses the linear regression approach to compute the partial 
correlation (might be slow for a huge number of variables). The 
algorithm is detailed here:

    http://en.wikipedia.org/wiki/Partial_correlation#Using_linear_regression

Taking X and Y two variables of interest and Z the matrix with all the variable minus {X, Y},