Do you want to do something like this?
# Make some sample data
set.seed(1095)
data <- data.frame( V1 = 1:10 , V2 = sample.int(5 ,10 ,repl = TRUE ) )
# Use sapply to get r2 removing each row at a time
r2 <- sapply( 1:nrow(data) , function(x) ( cor( data[-x,1] , data[-x,2] ) )^2 )
# Combine into a data frame
newdata <- cbind( data , r2 )
newdata
# V1 V2 r2
# 1 1 5 0.2526316
# 2 2 3 0.4657601
# 3 3 5 0.3204721
# 4 4 5 0.3691612
# 5 5 1 0.5405405
# 6 6 3 0.3769480
# 7 7 3 0.3840426
# 8 8 2 0.3409425
# 9 9 1 0.2725806
# 10 10 3 0.4986702