For python the following link may be helpful to you.

http://stackoverflow.com/questions/3949226/calculating-pearson-correlation-and-significance-in-python

You can use Scikitlearn library for Python , please visit:

http://scikit-learn.org/stable/modules/classes.html#module-sklearn.ensemble.partial_dependence

and

http://scikit-learn.org/stable/modules/covariance.html

Does this do it?

http://www.yilab.gatech.edu/pcor.html

I got one simple approach.

http://www.mathworks.cn/help/stats/partialcorr.html

if you want to use it in python, matlab_wrapper may be useful. 

I coded a function that should behave like matlab's partialcorr but is written in pure Python:

https://gist.github.com/fabianp/9396204419c7b638d38f