mode_compute consistency check
In unstable, we have added a check that reports an error if the parameters contained in a previously computed mode don't match the list of currently estimated ones. Some users (Christiano, Motto, Rostagno, 2013, public code for Risk Shocks, AER) rely on the behavior of version 4.3.2 that didn't perform this check.
I suggest to transform the error in warning and use the prior mean to initialize estimated parameters that are missing in the previously computed mode.