  Application of the minimum distance method to the linear regression model for
estimating regression parameters is a difficult and time-consuming process due
to the complexity of its distance function, and hence, it is computationally
expensive. To deal with the computational cost, this paper proposes a fast
algorithm which mainly uses technique of coordinate-wise minimization in order
to estimate the regression parameters. R package based on the proposed
algorithm and written in Rcpp is available online.
