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...mc.list() as the function description says: The function ‘mcmc.list’ is used to represent parallel runs of the same chain, with different starting values and random seeds. The list must be balanced: each chain in the list must have the same iterations and the same variables. So I try the following: res123=as.mcmc.list(res1, res2, res3) class(res123) [1] "mcmc.list" Then I try gelman.diag() from coda - gelman.diag(temp123) Error in gelman.diag(temp123) : You need at least two chains So, how may I combine the separate mcmc objects so that I have multiple chains? Many thanks, Alan Kelly...