VU-IVM / VineCopulas

A pure python implementation for vine copulas
GNU General Public License v3.0
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JOSS review : Software paper #15

Open couasnonanais opened 1 week ago

couasnonanais commented 1 week ago

Dear authors of the VineCopulas package and @judithclaassen ,

Apologies for the delay in my review. I very much enjoyed having a look at the package and I think it is a great contribution to the Python community. You will find below some comments concerning the paper on top of the ones mentioned by @haozcbnu . I will be opening a separate issue for the documentation.

Concerning Figure 1: I think that this figure summarizes very well the main functionalities of the package and therefore I would suggest to clarify the figure.

Concerning the Statement of need:

Concerning references:

Typos etc:

couasnonanais commented 1 week ago

I forgot to mention that it would be good to mention or point the user towards the list of univariate distributions available for the fit of the marginal distributions. And explicitely mention the scipy package.