This function is only available when connected to a Teradata database.
The standard regression coefficient of determination or R-Squared function is supported, generating REGR_R2(dependent expression, independent expression) and returning a value of type float. When dragging a Regression R-Squared into a variable, the following tree element is created.
Variable Creation > Input > Variables: SQL Elements pane - Aggregation > Regression R-Squared

Columns and/or other non-aggregate expressions can be moved over the (empty) branch of the tree.
There are no special properties for the Regression R-Squared function.