afni.nimh.nih.gov

It is a little surprising. The help offers the workaround of "3dbucket or 3dTcat to make multi-brick datasets," but there are other alternative solutions. The AFNI Matlab library has some utility for writing AFNI BRIKS with its WriteBrik function. Also there are several tools available elsewhere for writing NIFTI datasets, readable by AFNI. Finally, you might want to3d to read your dataset as binary into a "geomparent" grid and orientation.