This is a simple list of possible improvements and enhancements, in mostly random order. So if you're thinking about contributing to the extension, this might be an inspiration. Of course, if you can think of yet another improvement, add it to this list.
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Support other data types, not just "double precision". Supporting "numeric" seems natural, maybe we could support integer types too (possibly with rounding of the interpolated value).
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Explore adding a "discrete" variant, similar to percentile_disc. I'm not sure this is actually possible, considering we're not keeping all the source data, forcing us to interpolate.