Train:
Available, but connecting at Cordoba. In RENFE Website, one has to choose an exact date to see a non-direct route, so I chose 9/27 as an example. It gave me:
Ronda 4:35p - Cordoba 6:58p on an Altaria train.
Cordoba 8:12p - Jaen 9:49p on an Andalucia Express.
See the result at
http://horarios.renfe.es/hir/hjhir050.js...=s&PGM=hir2 and modify the parameters MF (month) and DF (day) in the URL to suit your date needs.
Bus:
According to
http://www.turismoderonda.es/ there are not direct bus routes to Jaen, but to Malaga and Sevilla, apart of many other small villages where I don't know their buses schedules. From both big cities there are buses to Jaen. I would choose Malaga as the connection point.
But your best bet is to ask directly to the staff at Paradores, considering that you already have a reservation and that it is part of their service, to inform about touristic-related issues.