v.23.1New Feature

Add quantileInterpolatedWeighted functions

Official CH changelog text
Add quantileInterpolatedWeighted/quantilesInterpolatedWeighted functions. #38252 (Bharat Nallan).
Added new aggregate functions <code>quantileInterpolatedWeighted</code> and <code>quantilesInterpolatedWeighted</code> to compute interpolated weighted quantiles in ClickHouse.

Why it matters

These functions solve the problem of calculating more precise quantiles by allowing weighted data inputs and interpolation, improving accuracy for statistical analysis and reporting where weights are important.

How to use it

Users can apply these functions in their queries by calling <code>quantileInterpolatedWeighted(weight_column)(value_column, quantile)</code> for single quantile or <code>quantilesInterpolatedWeighted(weight_column)(value_column, quantile_array)</code> for multiple quantiles, with the weights provided to adjust the impact of each value in the result.

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