lifelines/Lobby

class SeasonalHazardFitter(ParametericUnivariateFitter):
    """
    The idea of this class would be to fit custom seasonality to an
    exponential-like hazard model.
    """

    _fitted_parameter_names = ['a_q1_', 'a_q2_', 'a_q3_', 'a_q4_' 'dates']
    def _cumulative_hazard(self, params, times):
        # Pull out fiscal quarters and dates corresponding to times.
        # Each element of the dates array corresponds an element of the 
        # times array.
        a_q1_, a_q2_, a_q3_, a_q4_, dates = params

        # Call a function that associates fiscal quarter with date
        quarters = get_fiscal_quarters(dates)

        # Get the hazard for each time
        q_lookup = {1: a_q1_, 2: a_q2_, 3: a_q3_, 4:a_q4}
        hazards = np.array([q_lookup[quarter] for quarter in quarters])

        # Return the cumulative hazard
        # You'd have to be more careful to actually do the
        # integration properly, but you get the idea.
        return np.cumsum(hazards)