v.24.10New Feature

New Aggregate Function quantileExactWeightedInterpolated for Enhanced Accuracy

Official CH changelog text
A new aggregate function quantileExactWeightedInterpolated, which is a interpolated version based on quantileExactWeighted. Some people may wonder why we need a new quantileExactWeightedInterpolated since we already have quantileExactInterpolatedWeighted. The reason is the new one is more accurate than the old one. This is for spark compatibility. #69619 (李扬).
Introduces a new aggregate function quantileExactWeightedInterpolated that provides an interpolated version of quantileExactWeighted with improved accuracy.

Why it matters

This function addresses the need for a more accurate weighted quantile calculation, offering better precision compared to the existing quantileExactInterpolatedWeighted. It is designed to enhance compatibility with Spark's quantile calculations.

How to use it

Use the new aggregate function quantileExactWeightedInterpolated in your SQL queries wherever weighted quantile aggregation is needed, just like other quantile functions.

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