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Port of William Sharpe's Matlab-based RISMAT project to python

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Welcome to the pyRISMAT project

Our goal is to port William Sharpe's RISMAT retirement income analysis package from its original Matlab language to python. Those not familiar with that work are directed to the source: https://web.stanford.edu/~wfsharpe/RISMAT/

Initially we seek only to achieve parity between the original Matlab RISMAT and pyRISMAT, but are entertaining possible future enhancements to include:

  1. improved graphics
  2. inclusion of the impact of income tax
  3. restructured directories to separate code, common data, clients and scenarios
  4. possibly some sort of a GUI interface

The original Matlab code will be modified to only to ensure enduring compatibility with the always evolving Matlab environment, bugfixes (if any), and a small modification to save validation data sets from the original code.

Note that we are maintaining two main branches:

  • mlMain--a branch with the original ML code and a few updates
  • main--the main development branch with only the python code

It is envisioned that most users will be interested only in the code on main

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Port of William Sharpe's Matlab-based RISMAT project to python

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