Covariance Inference and Decompositions for Tensor Datasets R package tensr version 1.0.2 A collection of functions for Kronecker structured covariance estimation and testing under the array normal model. For estimation, maximum likelihood and Bayesian equivariant estimation procedures are implemented. For testing, a likelihood ratio testing procedure is available. This package also contains additional functions for manipulating and decomposing tensor data sets. This work was partially supported by NSF grant DMS-1505136. Details of the methods are described in Gerard and Hoff (2015) <doi:10.1016/j.jmva.2015.01.020> and Gerard and Hoff (2016) <doi:10.1016/j.laa.2016.04.033>. Software Imports: assertthat Suggests: knitr, rmarkdown, covr, testthat David Gerard <gerard.1787@gmail.com> Comprehensive R Archive Network (CRAN) David Gerard [aut, cre] (ORCID: <https://orcid.org/0000-0001-9450-5023>), Peter Hoff [aut] GPL-3 2025-07-24 application/tgz https://CRAN.R-project.org/package=tensr doi:10.32614/CRAN.package.tensr