added a compression argument to to_csv to be sent to _get_handle
Writing csv files with gzip compression is very useful as it both minimized the disk size taken by large data files, and can be easily read by _R_, often faster than the same csv file without compression. 
Reading compressed csv files in _R_ is done without any additional input by the user, and is also already supported in _Pandas_

Needs a test case
 Can you suggest where a test case should be written?
 pandas/tests/test_frame.py has all the `test_to_csv_*` tests.
 I intended to write a roundtrip test, but `from_csv` doesn't support `compression`
despite it's hiding down the call stack. 
Should probably keep things consistent and update `from_csv` the same way.
 OK. This is on my task list, but unfortunately not high enough...
Hopefully I will get to it soon.
 MIA.
 @y-p I'd like to reopen this and complete the PR.
I notice that `read_csv` quietly reads gzipped csv files, so if I understand correctly, I need to add a test for both `to_csv` using a roundtrip with `read_csv` in `pandas/tests/test_frame.py`.
Let me know if this is true and if this is still relevant.
Also - should I do anything because so much time passed, like rebase or just fork again and apply my minor changes, or would this be handled by you during merging?
 you should rebase on master and open a new PR
quite a lot has changed since this issue came up

contributing docs are [here](http://pandas.pydata.org/pandas-docs/stable/contributing.html)

and this issue is #7615 
