title: compression option in fastparquet is not consistent
body: <p>According to the <a href="https://pypi.org/project/fastparquet/" rel="nofollow noreferrer">project page of fastparquet</a>, <code>fastparquet</code> support various compression methods</p>
  
  <blockquote>
    <p>Optional (compression algorithms; gzip is always available):</p>
  
  <pre><code>snappy (aka python-snappy)
  lzo
  brotli
  lz4
  zstandard
  </code></pre>
  </blockquote>
  
  <p>especially <a href="https://facebook.github.io/zstd/" rel="nofollow noreferrer"><code>zstandard</code></a> is modern algorithm that provides high compression ratios as well as impressive fast compression/decompression speed. And this is what I want in fastparquet.</p>
  
  <p>But in the doc of <a href="https://fastparquet.readthedocs.io/en/latest/api.html#fastparquet.write" rel="nofollow noreferrer">fastparquet.write</a> </p>
  
  <blockquote>
    <p>compression to apply to each column, e.g. GZIP or SNAPPY or a dict
    like {"col1": "SNAPPY", "col2": None} to specify per column
    compression types. In both cases, the compressor settings would be the
    underlying compressor defaults. To pass arguments to the underlying
    compressor, each dict entry should itself be a dictionary:</p>
  
  <pre><code>{
      col1: {
          "type": "LZ4",
          "args": {
              "compression_level": 6,
              "content_checksum": True
           }
      },
      col2: {
          "type": "SNAPPY",
          "args": None
      }
      "_default": {
          "type": "GZIP",
          "args": None
      }
  }
  </code></pre>
  </blockquote>
  
  <p>Nothing mentioned about zstandard. What is worse, if I write</p>
  
  <pre><code>fastparquet.write('outfile.parq', df, compression='LZ4')
  </code></pre>
  
  <p>It pops up errors saying</p>
  
  <blockquote>
    <p>Compression 'LZ4' not available.  Options: ['GZIP', 'UNCOMPRESSED']</p>
  </blockquote>
  
  <p>So <code>fastparquest</code> only support 'GZIP'? This is quite a discrepancy from the project page! Do I missing some packages? How to use fastparquest with all project page stated compression algorithm?</p>