Merge & Transcode
If you have more than one source files that need to be merged into a single output file, the general way is this (no transcoding is necessary if all streams match):
vlc file1.ps file2.ps file3.ps --sout "#gather:std{access=file,mux=ts,dst=all.ts}" --sout-keep
NB that whenever you use sout, your video and audio codecs must "be appropriate" for the mux you use (in this case, ps works with a ts mux, so we're ok).
If you want to write your files out to a mux that doesn't support the current audio or video encoding, or if you are wanting to join streams that do not have matching video/audio, then it is recommended to transcode as well.