When using the hddm.Hrl or hddm.RLDDM models and attempting to save the ProMCMC chain data, users may encounter the error: "fail to save model: cannot pickle 'pymc.LazyFunction.Counter' object". This issue arises due to the inability of Python's pickle module to serialize certain PyMC objects, specifically the LazyFunction.Counter. This post discusses potential workarounds and solutions to resolve the problem and successfully save the MCMC chain data.