Merging depth output from multiple .bam files can be difficult since Samtools only outputs depth counts for coordinates with non-zero coverage. If you want to merge depth output from these .bam files you first need to fill in the base pair positions of no coverage with zero values so the depth output for all .bam files is the same length. Then using a simple UNIX cat you can merge multiple .bam file depth output into one file for comparison and analysis.
Here is a simple Python script to zero fill Samtools depth output:
And below is an example of how to use it:
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