regr_r2 aggregate function
Applies to: 
Databricks SQL Databricks Runtime 11.3 LTS and above
Returns the coefficient of determination from values of a group where xExpr and yExpr are NOT NULL.
Syntax
regr_r2( [ALL | DISTINCT] yExpr, xExpr) [FILTER ( WHERE cond ) ]
This function can also be invoked as a window function using the OVER clause.
Arguments
yExpr: A numeric expression, the dependent variable.xExpr: A numeric expression, the independent variable.cond: An optional Boolean expression filtering the rows used for the function.
Returns
A DOUBLE.
Any nulls within the group are ignored. If a group is empty or consists only of nulls, the result is NULL.
If DISTINCT is specified, the average is computed after duplicates are removed.
Examples
SQL
> SELECT regr_r2(y, x) FROM VALUES (1, 2), (2, 3), (2, 3), (null, 4), (4, null) AS T(y, x);
1