No. The RPG (Rocket-Propelled Grenade Launcher) exists in the PC and Xbox versions of GTA: San Andreas, but was removed from the PS2 version due to memory/streaming constraints.
PS2's 32 MB RAM / 4 MB VRAM forced Rockstar to cut the heat-seeking RPG model/textures/code. PC/Xbox had 64–128 MB RAM and kept it.
PS2 modding (OPL, FreeMCBoot) can restore cut content via PS2 Classics Placeholder / ISO mods, but it's complex and unstable. Play the PC version (Steam/GOG) for the full weapon set + SilentPatch + SkyGfx.