Do you mean the SSRS function? The closest analog would probably be PREVIOUS_VALUE(), but note that you can't use this to traverse along records in the data set. It's a table calculation, so you can only use it to traverse cells in a sheet.
As David said, we can do this with a table calculations. It would be nice if this also could be done at row-level (like for example LoD) and therefore hope following ideas get more support!
datelag function (5)
Correlated Subquery (23)
Here are some recent comments about row-level previous-value:
2016-09-21 The specified item was not found.
2016-08-18 Re: Accessing Duplicate rows in a Column
As already said, there is no Tableau function for previous value at row level. However, if connected to a database, we may actually be able to use a correlated subquery in a pass-through function to find previous value.
2016-09-29 The specified item was not found.