[R] Write or link to content on when to use Arrow/Feather vs Parquet

[stephhazlitt]

Arrow can read+write too many different file formats, including Arrow/Feather and Parquet. It might be useful to users to have guidance on how to choose a format for various use cases or work flows. This could be in the cookbook(s) or a link to a external documentation.

[thisisnic]

See the "What about “Arrow files” then?" section of https://arrow.apache.org/faq/ for some nice bullet points that could be a good source for this information.