Requesting for implementing Vine copula

[Felix-Chan-12]

Hi developer,
Thank you for your excellent work of providing this comprehensive package for copula implemention. Is that possible to implement Vine copula also in the package? Although there is a implementation of vine copula already, it would be nice to use all copulas in the same package with the same implementation methodology.
Thanks again, nice work!

[tfm000]

Thank you for these kind words. Happy to see that my project has some users!

I agree and adding a vine copula to SklarPy is something I plan on doing in the next update.