The "R" on the name of the car is necessary, as the old Toyota Belta is still being sold in Mexico as the Toyota Yaris Sedán (which would be the natural name for the R). The just "Toyota Yaris" name belongs to the current hatchback Yaris.
The Yaris R is made in Mexico (Salamanca, Guanajuato), by Mazda, being just a Mazda 2 sedan with a different front. In contrast with the situation in the US, both compact saloons are sold and compete in Mexico (Mazda Mexico website here, beware because it starts playing a commercial when opened).
In Canada, this Mexican-made car is simply known as Toyota Yaris Sedan (official website here). The same Yaris hatchback sold in Mexico and the US is sold there. It think the front on these looks really good, but part of the appeal sure comes from how different it is from the Mazdas I can see in Chile.
More pictures (Mexico).