You've got something that looks somewhere being a function
to return an array and a macro to write to a range.
Assuming you want the first, here are a few corrections.
Your returning an array but defining it as a range
dim for an array should include ().
Index for an array starts at 0, not 1. Unless you set "option base 1".

Try this
Function MyFunction (A As Integer, B As Integer)
dim R() As Integer
dim X As Integer
dim Y As Integer
redim R(A-1,B-1)
For X = 1 to A
 For Y = 1 to B
   R(X-1,Y-1)=X+Y
 Next Y
Next X
MyFunction = R
End Function

Since it returns an array, it either should be entered as an array formula
or processed further with something like sumproduct that knows how to use
arrays.
kcc