NewFeatures.md

@@ -51,6 +51,8 @@ Dynare 6 (unstable)
 
  - :warning: The `parallel_slave_open_mode` option of the `dynare` command has been renamed `parallel_follower_open_mode` (preprocessor#86, !1976)
 
+ - :warning: `mode_compute` will recursively update the covariance matrix across the `NumberOfMh` Metropolis-Hastings runs, starting with the `InitialCovarianceMatrix` in the first run, instead of computing it from scratch in every Metropolis-Hastings run (e5102eee)
+
 Dynare 5
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