Possible to filter an array using a Regular Expression (not using helper columns)?

If this is simple, please point me at a link? I have searched, but perhaps don't know how to pinpoint my search. (Syntax is king.)

The basic part of my question is, can I filter an array, using a command like:

newArray = Filter(existingArray, "some matching RegEx string")

So... This may be a stupid question anyway. I'm just curious if a real internal Filter method does exist.

This code appears to work well. I pass it an array. It returns a smaller array of matches.

Function FilterArrayRegEx(arr As Variant, RegExToMatch$) As Variant
Dim regexOne As Object
Dim LocalLine As Variant, Match As Variant, theMatches As Variant, IgnoreCase As Variant
'
Dim stringOne$, strMatches$, arrMatches$()
'
Set regexOne = New RegExp
'
With regexOne
    .Pattern = RegExToMatch
'    .MultiLine = True        ' not relevant in this use
'    .Global = True           ' not needed for IP addresses
'    .IgnoreCase = IgnoreCase ' not needed for IP addresses
End With
'
    For Each LocalLine In arr
        stringOne = LocalLine
        Set theMatches = regexOne.Execute(stringOne)
        For Each Match In theMatches
            strMatches = IIf(Len(strMatches), strMatches & vbCrLf & LocalLine, LocalLine) ' This only skips a pesky leading vbCrLf
        Next
    Next
    arrMatches = Split(strMatches, vbCrLf)
    FilterArrayRegEx = arrMatches
    strMatches = vbNullString
    Erase arrMatches
End Function

I'm also not certain if I need to dig into the 'Multiline' parameter to simplify my code.