[Rd] Allow passing of a compression argument to saveRDS

[Tim Taylor]

When `saveRDS()` is called and you are not using a connection, the compression value remains at the default for the underlying connection (i.e. 6 for `gzfile`, 9 for `bzfile`, 6 for `xzfile` and 9 for `zstdfile`). It would be convenient to be able to pass these values directly to `saveRDS()` without setting up a connection directly. 

Hugo Gruson has kindly pointed that there was an off-list discussion of this topic prior/during one of the previous R dev days (see https://github.com/r-devel/r-dev-day/issues/89). Here there was also a similar (but more involved due to touching C code) request for memCompress to accept different levels of compression as an argument.

Raising here for discussion prior to submitting a 'wish' to bugzilla.

Best

Tim