mcmc objects.  You can select
   iterations using the first dimension and variables using the second
   dimension.  Selecting iterations will return a vector or matrix, not an
   mcmc object. If you want to do row-subsetting of an mcmc
   object and preserve its dimensions, use the window function.   Subsetting applied to an mcmc.list object will simultaneously 
   affect all the parallel chains in the object.
## S3 method for class 'mcmc':
[(x,i,j, drop=missing(i))
## S3 method for class 'mcmc.list':
[(x,i,j, drop=TRUE)mcmc objectTRUE, the redundant dimensions are dropped[,
   window.mcmc