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I would like to determine a suitable copula function on my data.

The multivariate computed from the original data is similar to the Plackett.

enter image description here

The GOF test on my data with size 8000, reject all copula functions (e.g., Gumbel, Frank, Clayton, Normal, Plackett, tCopula and etc.).

gofCopula(plackettCopula(),pobs(data, ties.method = "random"), estim.method="itau",simulation = "mult")

I was wondering if this rejection is because of the large size of my data? If not, why non of the copula functions are not suitable for my data?

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    $\begingroup$ The short answer is that your data are not perfectly described by any of the copula families you have tested. They are by no means "all" possible copulas. $\endgroup$ – whuber Dec 7 '19 at 22:28
  • $\begingroup$ Your data seems mixture data. You need to use mixture copula. $\endgroup$ – Maryam Jan 13 at 19:11

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