[R] Update support for compression

[asfimport]

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.

Reporter: Neal Richardson / @nealrichardson
Assignee: Romain Francois / @romainfrancois

PRs and other links:

• GitHub Pull Request #5329

_{Note: This issue was originally created as ARROW-6360. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
I don't think an error message is needed in R. If a codec is not built with the project the error will be raised from C++

[asfimport]

Neal Richardson / @nealrichardson:
Issue resolved by pull request 5329
#5329