Selecting option 4 from the CODA Main Defaults Menu will print which iterations are available, and prompt the user to enter the first and last iterations to be analysed. An error check ensures that the specified iterations are within range, and that the first iteration is less than the last! You will then be prompted as follows:
Do you wish to retain ALL iterations for trace plots: 1:
Responding y to this question causes CODA to use the entire chain whenever trace plots are requested, but to use only the selected iterations for kernel density plots and calculation of summary statistics and convergence diagnostics. This option is particularly useful for producing simultaneous plots showing a trace of the whole sample plus a kernel density estimate based on the `post-convergence' iterations only.