It seems chain information is not critical in mean, sd and quantiles; and not critical even for time series SE when convergence.
Created by Pretty R at inside-R.org
library(coda)
x1 <- cbind(rnorm(100, 1, 1), rnorm(100, 1,1), rnorm(100,1 ,1 ),rnorm(100,1,1), cumsum(rnorm(100,1,1))) x2 <- cbind(rnorm(100, 1,10), rnorm(100, 10,1), rnorm(100,10,10),rnorm(100,1,1), cumsum(rnorm(100,1,1))) colnames(x1) <- colnames(x2) <- c('unequalSD','unequalMean','unequalboth','equal','autocorr') o1 <- mcmc.list(mcmc(x1), mcmc(x2)) #maintain chain information. to add more chain: o1[[3]] <- mcmc(x3); summary(o1) summary(mcmc(rbind(x1,x2))) #no chain information