Function for calculating Partial (Rank) Correlation Coefficients
@author: Vehpi Yildirim, v.yildirim@amsterdamumc.nl, https://github.com/vehpi
partial_corr(A): Returns the sample linear partial or rank correlation coefficients and associated p-values between pairs of variables in A, controlling for the remaining variables in A.
partial_corr(A,B): Returns the sample linear partial or rank correlation coefficients and associated p-values between pairs of variables in A and B, controlling for the remaining variables in A.
partial_corr(A,B,C): Returns the sample linear partial or rank correlation coefficients and associated p-values between pairs of variables in A and B, controlling for the the variables in C.
A : array-like, shape (n, pa)
B : array-like, shape (n, pb) (optional)
C : array-like, shape (n, pc) (optional)
namesA : aray-like, shape(1,pa) names of the variables in columns of A (optional)
namesB : aray-like, shape(1,pb) names of the variables in columns of B (optional)
method : string value='Pearson' or 'Spearman' default='Spearman' if method='Pearson': linear partial correlation coefficients and assocated p-values are returned. if method='Spearman': linear partial rank correlaltion coefficients and associated p-values are returned.
Cor_coefs : pandas data frame, table of correlation coefffiecents
P_vals : pandas data frame, table of p-values