Merge aadccdedcd into b94a7167a8

docs/en/sql-reference/aggregate-functions/reference/quantileexactweightedinterpolated.md

@@ -0,0 +1,77 @@
+---
+slug: /en/sql-reference/aggregate-functions/reference/quantileExactWeightedInterpolated
+sidebar_position: 176
+---
+
+# quantileExactWeightedInterpolated
+
+Computes [quantile](https://en.wikipedia.org/wiki/Quantile) of a numeric data sequence using linear interpolation, taking into account the weight of each element.
+
+To get the interpolated value, all the passed values are combined into an array, which are then sorted by their corresponding weights. Quantile interpolation is then performed using the [weighted percentile method](https://en.wikipedia.org/wiki/Percentile#The_weighted_percentile_method) by building a cumulative distribution based on weights and then a linear interpolation is performed using the weights and the values to compute the quantiles.
+
+When using multiple `quantile*` functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the [quantiles](../../../sql-reference/aggregate-functions/reference/quantiles.md#quantiles) function.
+
+We strongly recommend using `quantileExactWeightedInterpolated` instead of `quantileInterpolatedWeighted` because `quantileExactWeightedInterpolated` is more accurate than `quantileInterpolatedWeighted`. Here is an example:
+
+``` sql
+SELECT
+    quantileExactWeightedInterpolated(0.99)(number, 1),
+    quantile(0.99)(number),
+    quantileInterpolatedWeighted(0.99)(number, 1)
+FROM numbers(9)
+
+
+┌─quantileExactWeightedInterpolated(0.99)(number, 1)─┬─quantile(0.99)(number)─┬─quantileInterpolatedWeighted(0.99)(number, 1)─┐
+│                                               7.92 │                   7.92 │                                             8 │
+└────────────────────────────────────────────────────┴────────────────────────┴───────────────────────────────────────────────┘
+```
+
+**Syntax**
+
+``` sql
+quantileExactWeightedInterpolated(level)(expr, weight)
+```
+
+Alias: `medianExactWeightedInterpolated`.
+
+**Arguments**
+
+- `level` — Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using a `level` value in the range of `[0.01, 0.99]`. Default value: 0.5. At `level=0.5` the function calculates [median](https://en.wikipedia.org/wiki/Median).
+- `expr` — Expression over the column values resulting in numeric [data types](../../../sql-reference/data-types/index.md#data_types), [Date](../../../sql-reference/data-types/date.md) or [DateTime](../../../sql-reference/data-types/datetime.md).
+- `weight` — Column with weights of sequence members. Weight is a number of value occurrences.
+
+**Returned value**
+
+- Quantile of the specified level.
+
+Type:
+
+- [Float64](../../../sql-reference/data-types/float.md) for numeric data type input.
+- [Date](../../../sql-reference/data-types/date.md) if input values have the `Date` type.
+- [DateTime](../../../sql-reference/data-types/datetime.md) if input values have the `DateTime` type.
+
+**Example**
+
+Input table:
+
+``` text
+┌─n─┬─val─┐
+│ 0 │   3 │
+│ 1 │   2 │
+│ 2 │   1 │
+│ 5 │   4 │
+└───┴─────┘
+```
+
+Result:
+
+``` text
+┌─quantileExactWeightedInterpolated(n, val)─┐
+│                                       1.5 │
+└───────────────────────────────────────────┘
+```
+
+**See Also**
+
+- [median](../../../sql-reference/aggregate-functions/reference/median.md#median)
+- [quantiles](../../../sql-reference/aggregate-functions/reference/quantiles.md#quantiles)

docs/en/sql-reference/aggregate-functions/reference/quantiles.md

@@ -9,7 +9,7 @@ sidebar_position: 177
 
 Syntax: `quantiles(level1, level2, ...)(x)`
 
-All the quantile functions also have corresponding quantiles functions: `quantiles`, `quantilesDeterministic`, `quantilesTiming`, `quantilesTimingWeighted`, `quantilesExact`, `quantilesExactWeighted`, `quantileInterpolatedWeighted`, `quantilesTDigest`, `quantilesBFloat16`, `quantilesDD`. These functions calculate all the quantiles of the listed levels in one pass, and return an array of the resulting values.
+All the quantile functions also have corresponding quantiles functions: `quantiles`, `quantilesDeterministic`, `quantilesTiming`, `quantilesTimingWeighted`, `quantilesExact`, `quantilesExactWeighted`, `quantileExactWeightedInterpolated`, `quantileInterpolatedWeighted`, `quantilesTDigest`, `quantilesBFloat16`, `quantilesDD`. These functions calculate all the quantiles of the listed levels in one pass, and return an array of the resulting values.
 
 ## quantilesExactExclusive
 

src/AggregateFunctions/AggregateFunctionQuantile.h

@@ -312,6 +312,9 @@ struct NameQuantilesExactInclusive { static constexpr auto name = "quantilesExac
 struct NameQuantileExactWeighted { static constexpr auto name = "quantileExactWeighted"; };
 struct NameQuantilesExactWeighted { static constexpr auto name = "quantilesExactWeighted"; };
 
+struct NameQuantileExactWeightedInterpolated { static constexpr auto name = "quantileExactWeightedInterpolated"; };
+struct NameQuantilesExactWeightedInterpolated { static constexpr auto name = "quantilesExactWeightedInterpolated"; };
+
 struct NameQuantileInterpolatedWeighted { static constexpr auto name = "quantileInterpolatedWeighted"; };
 struct NameQuantilesInterpolatedWeighted { static constexpr auto name = "quantilesInterpolatedWeighted"; };
 

src/AggregateFunctions/AggregateFunctionQuantileExactWeighted.cpp

@@ -29,7 +29,7 @@ namespace
   * It uses O(distinct(N)) memory. Can be naturally applied for values with weight.
   * In case of many identical values, it can be more efficient than QuantileExact even when weight is not used.
   */
-template <typename Value>
+template <typename Value, bool interpolated>
 struct QuantileExactWeighted
 {
     struct Int128Hash
@@ -46,6 +46,7 @@ struct QuantileExactWeighted
 
     /// When creating, the hash table must be small.
     using Map = HashMapWithStackMemory<UnderlyingType, Weight, Hasher, 4>;
+    using Pair = typename Map::value_type;
 
     Map map;
 
@@ -85,6 +86,42 @@ struct QuantileExactWeighted
 
     /// Get the value of the `level` quantile. The level must be between 0 and 1.
     Value get(Float64 level) const
+    {
+        if constexpr (interpolated)
+            return getInterpolatedImpl(level);
+        else
+            return getImpl(level);
+    }
+
+    /// Get the `size` values of `levels` quantiles. Write `size` results starting with `result` address.
+    /// indices - an array of index levels such that the corresponding elements will go in ascending order.
+    void getMany(const Float64 * levels, const size_t * indices, size_t num_levels, Value * result) const
+    {
+        if constexpr (interpolated)
+            getManyInterpolatedImpl(levels, indices, num_levels, result);
+        else
+            getManyImpl(levels, indices, num_levels, result);
+    }
+
+    Float64 getFloat(Float64 level) const
+    {
+        if constexpr (interpolated)
+            return getFloatInterpolatedImpl(level);
+        else
+            return getFloatImpl(level);
+    }
+
+    void getManyFloat(const Float64 * levels, const size_t * indices, size_t num_levels, Float64 * result) const
+    {
+        if constexpr (interpolated)
+            getManyFloatInterpolatedImpl(levels, indices, num_levels, result);
+        else
+            getManyFloatImpl(levels, indices, num_levels, result);
+    }
+
+private:
+    /// get implementation without interpolation
+    Value getImpl(Float64 level) const
     {
         size_t size = map.size();
 
@@ -92,7 +129,6 @@ struct QuantileExactWeighted
             return std::numeric_limits<Value>::quiet_NaN();
 
         /// Copy the data to a temporary array to get the element you need in order.
-        using Pair = typename Map::value_type;
         std::unique_ptr<Pair[]> array_holder(new Pair[size]);
         Pair * array = array_holder.get();
 
@@ -135,9 +171,8 @@ struct QuantileExactWeighted
         return it->first;
     }
 
-    /// Get the `size` values of `levels` quantiles. Write `size` results starting with `result` address.
+    /// getMany implementation without interpolation
-    /// indices - an array of index levels such that the corresponding elements will go in ascending order.
+    void getManyImpl(const Float64 * levels, const size_t * indices, size_t num_levels, Value * result) const
-    void getMany(const Float64 * levels, const size_t * indices, size_t num_levels, Value * result) const
     {
         size_t size = map.size();
 
@@ -149,7 +184,6 @@ struct QuantileExactWeighted
         }
 
         /// Copy the data to a temporary array to get the element you need in order.
-        using Pair = typename Map::value_type;
         std::unique_ptr<Pair[]> array_holder(new Pair[size]);
         Pair * array = array_holder.get();
 
@@ -197,23 +231,167 @@ struct QuantileExactWeighted
         }
     }
 
-    /// The same, but in the case of an empty state, NaN is returned.
+    /// getFloat implementation without interpolation
-    Float64 getFloat(Float64) const
+    Float64 getFloatImpl(Float64) const
     {
         throw Exception(ErrorCodes::NOT_IMPLEMENTED, "Method getFloat is not implemented for QuantileExact");
     }
 
-    void getManyFloat(const Float64 *, const size_t *, size_t, Float64 *) const
+    /// getManyFloat implementation without interpolation
+    void getManyFloatImpl(const Float64 *, const size_t *, size_t, Float64 *) const
     {
         throw Exception(ErrorCodes::NOT_IMPLEMENTED, "Method getManyFloat is not implemented for QuantileExact");
     }
+
+    /// get implementation with interpolation
+    Value getInterpolatedImpl(Float64 level) const
+    {
+        size_t size = map.size();
+        if (0 == size)
+            return std::numeric_limits<Value>::quiet_NaN();
+
+        Float64 res = getFloatInterpolatedImpl(level);
+        if constexpr (is_decimal<Value>)
+            return Value(static_cast<typename Value::NativeType>(res));
+        else
+            return static_cast<Value>(res);
+    }
+
+    /// getMany implementation with interpolation
+    void getManyInterpolatedImpl(const Float64 * levels, const size_t * indices, size_t num_levels, Value * result) const
+    {
+        size_t size = map.size();
+        if (0 == size)
+        {
+            for (size_t i = 0; i < num_levels; ++i)
+                result[i] = Value();
+            return;
+        }
+
+        std::unique_ptr<Float64 []> res_holder(new Float64[num_levels]);
+        Float64 * res = res_holder.get();
+        getManyFloatInterpolatedImpl(levels, indices, num_levels, res);
+        for (size_t i = 0; i < num_levels; ++i)
+        {
+            if constexpr (is_decimal<Value>)
+                result[i] = Value(static_cast<typename Value::NativeType>(res[i]));
+            else
+                result[i] = Value(res[i]);
+        }
+    }
+
+    /// getFloat implementation with interpolation
+    Float64 getFloatInterpolatedImpl(Float64 level) const
+    {
+        size_t size = map.size();
+
+        if (0 == size)
+            return std::numeric_limits<Float64>::quiet_NaN();
+
+        /// Copy the data to a temporary array to get the element you need in order.
+        std::unique_ptr<Pair[]> array_holder(new Pair[size]);
+        Pair * array = array_holder.get();
+
+        size_t i = 0;
+        for (const auto & pair : map)
+        {
+            array[i] = pair.getValue();
+            ++i;
+        }
+
+        ::sort(array, array + size, [](const Pair & a, const Pair & b) { return a.first < b.first; });
+        std::partial_sum(array, array + size, array, [](const Pair & acc, const Pair & p) { return Pair(p.first, acc.second + p.second); });
+        Weight max_position = array[size - 1].second - 1;
+        Float64 position = max_position * level;
+        return quantileInterpolated(array, size, position);
+    }
+
+    /// getManyFloat implementation with interpolation
+    void getManyFloatInterpolatedImpl(const Float64 * levels, const size_t * indices, size_t num_levels, Float64 * result) const
+    {
+        size_t size = map.size();
+        if (0 == size)
+        {
+            for (size_t i = 0; i < num_levels; ++i)
+                result[i] = std::numeric_limits<Float64>::quiet_NaN();
+            return;
+        }
+
+        /// Copy the data to a temporary array to get the element you need in order.
+        std::unique_ptr<Pair[]> array_holder(new Pair[size]);
+        Pair * array = array_holder.get();
+
+        size_t i = 0;
+        for (const auto & pair : map)
+        {
+            array[i] = pair.getValue();
+            ++i;
+        }
+
+        ::sort(array, array + size, [](const Pair & a, const Pair & b) { return a.first < b.first; });
+        std::partial_sum(array, array + size, array, [](Pair acc, Pair & p) { return Pair(p.first, acc.second + p.second); });
+        Weight max_position = array[size - 1].second - 1;
+
+        for (size_t j = 0; j < num_levels; ++j)
+        {
+            Float64 position = max_position * levels[indices[j]];
+            result[indices[j]] = quantileInterpolated(array, size, position);
+        }
+    }
+
+    /// Calculate quantile, using linear interpolation between two closest values
+    Float64 NO_SANITIZE_UNDEFINED quantileInterpolated(const Pair * array, size_t size, Float64 position) const
+    {
+        /*
+        for (size_t i = 0; i < size; ++i)
+            std::cout << "array[" << i << "]: " << toString(Field(array[i].first)) << ", " << array[i].second << std::endl;
+        std::cout << "position: " << position << std::endl;
+        */
+        size_t lower = static_cast<size_t>(std::floor(position));
+        size_t higher = static_cast<size_t>(std::ceil(position));
+        // std::cout << "lower: " << lower << ", higher: " << higher << std::endl;
+
+        const auto * lower_it = std::lower_bound(array, array + size, lower + 1, [](const Pair & a, size_t b) { return a.second < b; });
+        const auto * higher_it = std::lower_bound(array, array + size, higher + 1, [](const Pair & a, size_t b) { return a.second < b; });
+        if (lower_it == array + size)
+            lower_it = array + size - 1;
+        if (higher_it == array + size)
+            higher_it = array + size - 1;
+        // std::cout << "lower_index:" << lower_it - array << ", higher_index:" << higher_it - array << std::endl;
+
+        UnderlyingType lower_key = lower_it->first;
+        UnderlyingType higher_key = higher_it->first;
+
+        if (lower == higher)
+            return static_cast<Float64>(lower_key);
+        if (lower_key == higher_key)
+            return static_cast<Float64>(lower_key);
+
+        return (static_cast<Float64>(higher) - position) * lower_key + (position - static_cast<Float64>(lower)) * higher_key;
+    }
 };
 
 
-template <typename Value, bool _> using FuncQuantileExactWeighted = AggregateFunctionQuantile<Value, QuantileExactWeighted<Value>, NameQuantileExactWeighted, true, void, false, false>;
+template <typename Value, bool return_float, bool interpolated>
-template <typename Value, bool _> using FuncQuantilesExactWeighted = AggregateFunctionQuantile<Value, QuantileExactWeighted<Value>, NameQuantilesExactWeighted, true, void, true, false>;
+using FuncQuantileExactWeighted = AggregateFunctionQuantile<
+    Value,
+    QuantileExactWeighted<Value, interpolated>,
+    NameQuantileExactWeighted,
+    true,
+    std::conditional_t<return_float, Float64, void>,
+    false,
+    false>;
+template <typename Value, bool return_float, bool interpolated>
+using FuncQuantilesExactWeighted = AggregateFunctionQuantile<
+    Value,
+    QuantileExactWeighted<Value, interpolated>,
+    NameQuantilesExactWeighted,
+    true,
+    std::conditional_t<return_float, Float64, void>,
+    true,
+    false>;
 
-template <template <typename, bool> class Function>
+template <template <typename, bool, bool> class Function, bool interpolated>
 AggregateFunctionPtr createAggregateFunctionQuantile(
     const std::string & name, const DataTypes & argument_types, const Array & params, const Settings *)
 {
@@ -224,22 +402,23 @@ AggregateFunctionPtr createAggregateFunctionQuantile(
     WhichDataType which(argument_type);
 
 #define DISPATCH(TYPE) \
-    if (which.idx == TypeIndex::TYPE) return std::make_shared<Function<TYPE, true>>(argument_types, params);
+    if (which.idx == TypeIndex::TYPE) \
+        return std::make_shared<Function<TYPE, interpolated, interpolated>>(argument_types, params);
     FOR_BASIC_NUMERIC_TYPES(DISPATCH)
 #undef DISPATCH
-    if (which.idx == TypeIndex::Date) return std::make_shared<Function<DataTypeDate::FieldType, false>>(argument_types, params);
+    if (which.idx == TypeIndex::Date) return std::make_shared<Function<DataTypeDate::FieldType, false, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::DateTime) return std::make_shared<Function<DataTypeDateTime::FieldType, false>>(argument_types, params);
+    if (which.idx == TypeIndex::DateTime) return std::make_shared<Function<DataTypeDateTime::FieldType, false, interpolated>>(argument_types, params);
 
-    if (which.idx == TypeIndex::Decimal32) return std::make_shared<Function<Decimal32, false>>(argument_types, params);
+    if (which.idx == TypeIndex::Decimal32) return std::make_shared<Function<Decimal32, false, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::Decimal64) return std::make_shared<Function<Decimal64, false>>(argument_types, params);
+    if (which.idx == TypeIndex::Decimal64) return std::make_shared<Function<Decimal64, false, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::Decimal128) return std::make_shared<Function<Decimal128, false>>(argument_types, params);
+    if (which.idx == TypeIndex::Decimal128) return std::make_shared<Function<Decimal128, false, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::Decimal256) return std::make_shared<Function<Decimal256, false>>(argument_types, params);
+    if (which.idx == TypeIndex::Decimal256) return std::make_shared<Function<Decimal256, false, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::DateTime64) return std::make_shared<Function<DateTime64, false>>(argument_types, params);
+    if (which.idx == TypeIndex::DateTime64) return std::make_shared<Function<DateTime64, false, interpolated>>(argument_types, params);
 
-    if (which.idx == TypeIndex::Int128) return std::make_shared<Function<Int128, true>>(argument_types, params);
+    if (which.idx == TypeIndex::Int128) return std::make_shared<Function<Int128, interpolated, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::UInt128) return std::make_shared<Function<UInt128, true>>(argument_types, params);
+    if (which.idx == TypeIndex::UInt128) return std::make_shared<Function<UInt128, interpolated, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::Int256) return std::make_shared<Function<Int256, true>>(argument_types, params);
+    if (which.idx == TypeIndex::Int256) return std::make_shared<Function<Int256, interpolated, interpolated>>(argument_types, params);
-    if (which.idx == TypeIndex::UInt256) return std::make_shared<Function<UInt256, true>>(argument_types, params);
+    if (which.idx == TypeIndex::UInt256) return std::make_shared<Function<UInt256, interpolated, interpolated>>(argument_types, params);
 
     throw Exception(ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT, "Illegal type {} of argument for aggregate function {}",
                     argument_type->getName(), name);
@@ -252,11 +431,17 @@ void registerAggregateFunctionsQuantileExactWeighted(AggregateFunctionFactory &
     /// For aggregate functions returning array we cannot return NULL on empty set.
     AggregateFunctionProperties properties = { .returns_default_when_only_null = true };
 
-    factory.registerFunction(NameQuantileExactWeighted::name, createAggregateFunctionQuantile<FuncQuantileExactWeighted>);
+    factory.registerFunction(NameQuantileExactWeighted::name, createAggregateFunctionQuantile<FuncQuantileExactWeighted, false>);
-    factory.registerFunction(NameQuantilesExactWeighted::name, { createAggregateFunctionQuantile<FuncQuantilesExactWeighted>, properties });
+    factory.registerFunction(
+        NameQuantilesExactWeighted::name, {createAggregateFunctionQuantile<FuncQuantilesExactWeighted, false>, properties});
+
+    factory.registerFunction(NameQuantileExactWeightedInterpolated::name, createAggregateFunctionQuantile<FuncQuantileExactWeighted, true>);
+    factory.registerFunction(
+        NameQuantilesExactWeightedInterpolated::name, {createAggregateFunctionQuantile<FuncQuantilesExactWeighted, true>, properties});
 
     /// 'median' is an alias for 'quantile'
     factory.registerAlias("medianExactWeighted", NameQuantileExactWeighted::name);
+    factory.registerAlias("medianExactWeightedInterpolated", NameQuantileExactWeightedInterpolated::name);
 }
 
 }

tests/queries/0_stateless/00315_quantile_off_by_one.reference

@@ -1,4 +1,6 @@
 10	[1,1,1,1,10,10,10,10,100,100,100]
 10	[1,1,2,4,7,10,35,61,87,100,100]
+10	[1,1,1,7.299999999999997,10,10,10,36.999999999999986,100,100,100]
+10	[1,1,1,7.299999999999997,10,10,10,36.999999999999986,100,100,100]
 100	100
 61	61

tests/queries/0_stateless/00315_quantile_off_by_one.sql

@@ -1,4 +1,6 @@
 SELECT quantileExactWeighted(0.5)(x, 1) AS q5, quantilesExactWeighted(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1)(x, 1) AS qs FROM (SELECT arrayJoin([1, 1, 1, 10, 10, 10, 10, 100, 100, 100]) AS x);
 SELECT quantileInterpolatedWeighted(0.5)(x, 1) AS q5, quantilesInterpolatedWeighted(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1)(x, 1) AS qs FROM (SELECT arrayJoin([1, 1, 1, 10, 10, 10, 10, 100, 100, 100]) AS x);
+SELECT quantileExactWeightedInterpolated(0.5)(x, 1) AS q5, quantilesExactWeightedInterpolated(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1)(x, 1) AS qs FROM (SELECT arrayJoin([1, 1, 1, 10, 10, 10, 10, 100, 100, 100]) AS x);
+SELECT quantile(0.5)(x) AS q5, quantiles(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1)(x) AS qs FROM (SELECT arrayJoin([1, 1, 1, 10, 10, 10, 10, 100, 100, 100]) AS x);
 SELECT quantileExact(0)(x), quantileTiming(0)(x) FROM (SELECT number + 100 AS x FROM system.numbers LIMIT 10000);
 SELECT quantileExact(x), quantileTiming(x) FROM (SELECT number % 123 AS x FROM system.numbers LIMIT 10000);

tests/queries/0_stateless/00753_quantile_format.reference

@@ -8,6 +8,8 @@
 ['2016-06-15 23:00:00']
 2016-06-15 23:00:00
 ['2016-06-15 23:00:00']
+2016-06-15 23:00:00
+['2016-06-15 23:00:00']
 30000
 [30000]
 30000

tests/queries/0_stateless/00753_quantile_format.sql

@@ -18,6 +18,9 @@ SELECT quantilesExactWeighted(0.2)(d, 1) FROM datetime;
 SELECT quantileInterpolatedWeighted(0.2)(d, 1) FROM datetime;
 SELECT quantilesInterpolatedWeighted(0.2)(d, 1) FROM datetime;
 
+SELECT quantileExactWeightedInterpolated(0.2)(d, 1) FROM datetime;
+SELECT quantilesExactWeightedInterpolated(0.2)(d, 1) FROM datetime;
+
 SELECT quantileTiming(0.2)(d) FROM datetime;
 SELECT quantilesTiming(0.2)(d) FROM datetime;
 

tests/queries/0_stateless/02319_quantile_interpolated_weighted.reference

@@ -10,3 +10,15 @@ quantileInterpolatedWeighted
 [-50,-40.4,-30.3,-20.2,-10.1,0,10.1,20.2,30.3,40.4,50]
 [-16.66666666,-13.46666666,-10.09999999,-6.73333332,-3.36666666,0,3.36666666,6.73333332,10.09999999,13.46666666,16.66666666]
 [-10,-8.08,-6.06,-4.04,-2.02,0,2.02,4.04,6.06,8.08,10]
+quantileExactWeightedInterpolated
+0	0	0	Decimal(38, 8)
+-25.5	-8.49999999	-5.1	Decimal(38, 8)
+0	0	0
+10	3.33333333	2
+20	6.66666666	4
+30	10	6
+40	13.33333333	8
+50	16.66666666	10
+[-50,-40,-30,-20,-10,0,10,20,30,40,50]
+[-16.66666666,-13.33333333,-10,-6.66666666,-3.33333333,0,3.33333333,6.66666666,10,13.33333333,16.66666666]
+[-10,-8,-6,-4,-2,0,2,4,6,8,10]

tests/queries/0_stateless/02319_quantile_interpolated_weighted.sql

@@ -24,4 +24,17 @@ SELECT quantilesInterpolatedWeighted(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8
 SELECT quantilesInterpolatedWeighted(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)(b, 2) FROM decimal;
 SELECT quantilesInterpolatedWeighted(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)(c, 3) FROM decimal;
 
+SELECT 'quantileExactWeightedInterpolated';
+SELECT medianExactWeightedInterpolated(a, 1), medianExactWeightedInterpolated(b, 2), medianExactWeightedInterpolated(c, 3) as x, toTypeName(x) FROM decimal;
+SELECT quantileExactWeightedInterpolated(a, 1), quantileExactWeightedInterpolated(b, 2), quantileExactWeightedInterpolated(c, 3) as x, toTypeName(x) FROM decimal WHERE a < 0;
+SELECT quantileExactWeightedInterpolated(0.0)(a, 1), quantileExactWeightedInterpolated(0.0)(b, 2), quantileExactWeightedInterpolated(0.0)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantileExactWeightedInterpolated(0.2)(a, 1), quantileExactWeightedInterpolated(0.2)(b, 2), quantileExactWeightedInterpolated(0.2)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantileExactWeightedInterpolated(0.4)(a, 1), quantileExactWeightedInterpolated(0.4)(b, 2), quantileExactWeightedInterpolated(0.4)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantileExactWeightedInterpolated(0.6)(a, 1), quantileExactWeightedInterpolated(0.6)(b, 2), quantileExactWeightedInterpolated(0.6)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantileExactWeightedInterpolated(0.8)(a, 1), quantileExactWeightedInterpolated(0.8)(b, 2), quantileExactWeightedInterpolated(0.8)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantileExactWeightedInterpolated(1.0)(a, 1), quantileExactWeightedInterpolated(1.0)(b, 2), quantileExactWeightedInterpolated(1.0)(c, 3) FROM decimal WHERE a >= 0;
+SELECT quantilesExactWeightedInterpolated(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)(a, 1) FROM decimal;
+SELECT quantilesExactWeightedInterpolated(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)(b, 2) FROM decimal;
+SELECT quantilesExactWeightedInterpolated(0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0)(c, 3) FROM decimal;
+
 DROP TABLE IF EXISTS decimal;

utils/check-style/aspell-ignore/en/aspell-dict.txt

@@ -1,4 +1,4 @@
-personal_ws-1.1 en 2983
+personal_ws-1.1 en 3036 
 AArch
 ACLs
 ALTERs
@@ -24,7 +24,6 @@ Aggregatefunction
 AggregatingMergeTree
 AggregatorThreads
 AggregatorThreadsActive
-AzureQueue
 Akka
 AlertManager
 Alexey
@@ -48,6 +47,7 @@ AutoFDO
 AutoML
 Autocompletion
 AvroConfluent
+AzureQueue
 BIGINT
 BIGSERIAL
 BORO
@@ -115,13 +115,13 @@ CESU
 CIDR
 CIDRToRange
 CKMAN
+CKibana
 CLOB
 CLion
 CMPLNT
 CMake
 CMakeLists
 CODECS
-CountMin
 COVID
 CPUFrequencyMHz
 CPUs
@@ -153,7 +153,6 @@ ChannelID
 Cidr
 Ciphertext
 CityHash
-CKibana
 Clangd
 ClickBench
 ClickCat
@@ -186,6 +185,7 @@ ConnectionDetails
 Const
 ContextLockWait
 Contrib
+CountMin
 Covid
 Cramer's
 Criteo
@@ -250,12 +250,12 @@ DoubleDelta
 Doxygen
 Durre
 ECMA
-ElasticSearch
 ETag
 Ecto
 EdgeAngle
 EdgeLengthKm
 EdgeLengthM
+ElasticSearch
 EmbeddedRocksDB
 Embeddings
 Encodings
@@ -423,9 +423,9 @@ JSONCompactStrings
 JSONCompactStringsEachRow
 JSONCompactStringsEachRowWithNames
 JSONCompactStringsEachRowWithNamesAndTypes
+JSONCompactWithProgress
 JSONDynamicPaths
 JSONDynamicPathsWithTypes
-JSONCompactWithProgress
 JSONEachRow
 JSONEachRowWithProgress
 JSONExtract
@@ -442,11 +442,11 @@ JSONExtractUInt
 JSONHas
 JSONLength
 JSONObjectEachRow
+JSONSharedDataPaths
+JSONSharedDataPathsWithTypes
 JSONStrings
 JSONStringsEachRow
 JSONStringsEachRowWithProgress
-JSONSharedDataPaths
-JSONSharedDataPathsWithTypes
 JSONType
 JSONs
 Jaeger
@@ -981,8 +981,8 @@ ThreadPoolRemoteFSReaderThreads
 ThreadPoolRemoteFSReaderThreadsActive
 ThreadsActive
 ThreadsInOvercommitTracker
-TimescaleDB's
 TimeSeries
+TimescaleDB's
 Timeunit
 TinyLog
 Tkachenko
@@ -1547,6 +1547,7 @@ dequeues
 deserialization
 deserialized
 deserializing
+dest
 destructor
 destructors
 detectCharset
@@ -1572,12 +1573,12 @@ disjunction
 disjunctions
 displayName
 displaySecretsInShowAndSelect
-distro
-distinctdynamictypes
 distinctDynamicTypes
-distinctjsonpaths
 distinctJSONPaths
 distinctJSONPathsAndTypes
+distinctdynamictypes
+distinctjsonpaths
+distro
 divideDecimal
 dmesg
 doesnt
@@ -2361,6 +2362,7 @@ quantileExactHigh
 quantileExactInclusive
 quantileExactLow
 quantileExactWeighted
+quantileExactWeightedInterpolated
 quantileGK
 quantileInterpolatedWeighted
 quantileTDigest
@@ -2372,6 +2374,7 @@ quantileddsketch
 quantiledeterministic
 quantileexact
 quantileexactweighted
+quantileexactweightedInterpolated
 quantiles
 quantilesExactExclusive
 quantilesExactInclusive
@@ -2592,7 +2595,6 @@ sqlinsert
 sqlite
 sqrt
 src
-dest
 srcReplicas
 sshkey
 stackoverflow