We have an mh_mode-option that can be set at the preprocessor-level. But in the manual its explanation is only "...". From what I can see in the m-files, it also does not do anything.
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I am a bit surprised... I have the impression that I used this option, so there should be some Matlab code somewhere... The idea was to use the MCMC draws to obtain an approximation of the posterior mode (or at least to compare with what we obtain with the optimization routine).
@stepan-a Maybe there is some confusion about the supposed name of the option. See the related ticket on mh_posterior_mode_estimation at dynare#1044 (closed)
It would be great if you could clarify.
@sebastien My guess is still that it needs to be renamed to mh_posterior_mode_estimation. The latter does not have preprocessor interface, while mh_mode does not have Matlab code.