pydata/pandas — pull request #2636 by yoavram (2013-01-04 08:09:45+00:00)
Title: 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*