This is code to calculate the Cliff's Delta effect size metric, which strangely is not in NumPy/SciPy.stats.
@Timm had this as a gist, and @mtorchiano has R code with tests. I have merged them. Well, Marco's code does a lot more. I merged his tests.
The Cliff's Delta statistic is a non-parametric effect size measure that quantifies the amount of difference between two groups of observations beyond p-values interpretation. This measure can be understood as a useful complementary analysis for the corresponding hypothesis testing.
This package can either be installed using pip or from a tarball using the standard Python distutils.
If you are installing using pip, you don’t need to download anything as the latest version will be downloaded for you from PyPI:
pip install cliffs-delta
Import the method cliffs_delta from cliffs_delta
from cliffs_delta import cliffs_delta
x1 = [10, 20, 20, 20, 30, 30, 30, 40, 50, 100]
x2 = [10, 20, 30, 40, 40, 50]
d, res = cliffs_delta(x1, x2)
print(d,res)
-0.06666666666666667 negligible