add R option to make the default compression ZSTD

[nbc]

Hello

It would very handy to set default parquet compression with options. Something like that :

options(duckdb.parquet_compression = "zstd")

I'm quite sure it needs to be done partly in base duckdb.

[krlmlr]

Thanks, interesting. Can you set these options in duckdb() ?

[nbc]

It could be a solution, but ideally, I would like to apply this configuration to all users on a server based on a global Rprofile.

The difference between snappy and zstd when your users generate TB of data in multi-user env is massive !