Calculate the critical value of Pearson's r for a given alpha and sample size.

get_critical_r.py

import scipy.stats

from math import sqrt

def get_critical_r(alpha, n, two_tailed=True):
    """Calculate the critical value of Pearson's r for a given alpha and sample size.
    Args:
        alpha: The significance level.
        n: The sample size.
        two_tailed: Whether to return a two-tailed critical value.
        
    Returns:
        The critical value of Pearson's r.
    """
    df = n - 2
    if two_tailed:
        t =  scipy.stats.t.ppf(1-alpha/2, df)
    else:
        t =  scipy.stats.t.ppf(1-alpha, df)
    return t / sqrt(t**2 + df)
   
get_critical_r(0.01, 20)