Saving random state between steps in emcee

rs.py

import cPickle as pickle

for pos, lnprob, rstate in sampler.sample(pos0, iterations=500, storechain=False):
    # First save the positions as you usually would. Following: http://dfm.io/RrU8w8

    # Save the current state.
    with open("state.pkl", "w") as f:
        pickle.dump([pos, lnprob, rstate], f, -1)

#
# --------------------------------------------------------
#

# Reload the most recently saved state...
with open("state.pkl") as f:
    pos, lnprob, rstate = pickle.load(f)

# Restart the chain from there...
sampler.run_mcmc(pos, 1000, lnprob0=lnprob, rstate0=rstate)