Gap statistics

Algorithm for cluster validity index, R. Tibshirani et al. 2001

Gap statistic is a method used to estimate the most possible number of clusters in a partition clustering, e.g. k-means clustering (but consider more robust clustering). This measurement was originated by Trevor Hastie, Robert Tibshirani, and Guenther Walther, all from Standford University.

I posted here since I haven't found any Gapstatistics implementation to validate my code, therefore feel free to report bugs and improvements.