Update_SSZ_JLL function

Update the variance-covariance matrix from the "JLL joint Sigma" model. Necessary for optimization

Update_SSZ_JLL(SSZ, Z, N, JLLinputs)

Arguments

• SSZ: Variance-covariance matrix from JLL model
• Z: complete set of spanned and unspanned factors (F x T)
• N: number of country-specific spanned factors
• JLLinputs: List of inputs from JLL models