Partial Correlation

Problem

Return the partial correlation of x and y controlling for z: (r_xy - r_xz*r_yz) / sqrt((1 - r_xz^2)(1 - r_yz^2)). Return 0.0 when either control correlation has absolute value at least 1.

Hint

Remove the shared variation with z from both x and y.

Test cases

case 1

in: [0.6,0.5,0.4]

expected: 0.5039526306789696

case 2

in: [0.5,0,0]

expected: 0.5

case 3

in: [0.3,0.1,0.1]

expected: 0.29292929292929293

case 4

in: [1,1,0]

expected: 0

case 5

in: [-0.5,0.5,0.5]

expected: -1

Starter codePython

def partial_correlation(r_xy, r_xz, r_yz):
    # Your code here
    pass

5 test cases · run your code against them in the editor