When running multiple chains, we should be able to check whether the MCMC converged in an automatic way. This would imply that, in the case of using parallel, child processes should communicate with the master process at every set of iterations. The set of functions that can be used for this are: parallel::children, parallel::readChild, etc. Some observations:

• Data should be passed to the master process to calculate, say, gelman stat
• Chains should be pausing during this process to avoid messing with the Pseudo-RNG sequence process in general (don't know if the function call passed by the user may be using a random chain as well).
• The problem with the communication functions between parent/child processes is that these only work for unix based systems, i.e. it won't work on windows.