Neal Richardson created ARROW-6360:
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             Summary: [R] Update support for compression
                 Key: ARROW-6360
                 URL: https://issues.apache.org/jira/browse/ARROW-6360
             Project: Apache Arrow
          Issue Type: Improvement
            Reporter: Neal Richardson
             Fix For: 0.15.0


At least two issues:
 * [https://github.com/apache/arrow/blob/master/r/R/compression.R#L46] says 
that compression is not supported on Windows, but ARROW-5683 added Snappy 
support for Windows.
 * ARROW-6216 added more compression options, including for Parquet

Update/implement those, and we should also add some convenience arguments to 
{{write_parquet()}} for selecting compression.



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