Another aspect of this movie which granted is debatable is how all the artists somehow hung out with each other all the time. The implied collectivism is unfounded and an aspect of modern Danish culture and certainly not Denmark at the the turn of the century. My experience with artists is that they can bear each other's company for only short intervals unless they are part of a posse of of no-talents (e.g., Andy Warhol's entourage).
Furthermore, the director's use of non-chronological story line is purely random and not used other than to show that he can do it. It certainly does not enhance any aspect of the movie. Although the cinematography is noteworthy it fails to actually capture the light that is unique to Skagen. Presumably this is because the director is busy being clueless.