How to save to disk my results so far?

You should be able to load and save a chain with this:

# Save a chain.
write("chain-file.jls", chn)

# Read a chain.
chn2 = read("chain-file.jls", Chains)

Let me know if this doesn’t work for you. I have long wanted to improve the saving functionality, so if this doesn’t work I might get around to moving us over to JLD storage for good.

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