[MINOR][DOC]Add missing compression codec .

[10110346]

What changes were proposed in this pull request?

Parquet file provides six codecs: "snappy", "gzip", "lzo", "lz4", "brotli", "zstd".
This pr add missing compression codec :"lz4", "brotli", "zstd" .

How was this patch tested?

N/A

[HyukjinKwon]

LGTM

[SparkQA]

Test build #94550 has finished for PR 22068 at commit 74aa80c.

• This patch fails SparkR unit tests.
• This patch merges cleanly.
• This patch adds no public classes.

[kiszk]

Would it be better to update a comment in DataFrameWriter.scala, too?

   * <li>`compression` (default is the value specified in `spark.sql.parquet.compression.codec`):
   * compression codec to use when saving to file. This can be one of the known case-insensitive
   * shorten names(`none`, `snappy`, `gzip`, and `lzo`). This will override
   * `spark.sql.parquet.compression.codec`.</li>

[SparkQA]

Test build #4237 has finished for PR 22068 at commit 74aa80c.

• This patch fails SparkR unit tests.
• This patch merges cleanly.
• This patch adds no public classes.

[HyukjinKwon]

Yea, if there are more instances found, we better fix them together while we are here.

[10110346]

I will update,thanks @kiszk @HyukjinKwon

[kiszk]

Thanks. BTW, I found another instance in test, not in doc.

Do we address this in this PR? Or, do we address in another PR?
@HyukjinKwon WDYT ?

class ParquetCompressionCodecPrecedenceSuite extends ParquetTest with SharedSQLContext {
  test("Test `spark.sql.parquet.compression.codec` config") {
    Seq("NONE", "UNCOMPRESSED", "SNAPPY", "GZIP", "LZO").foreach { c =>
      withSQLConf(SQLConf.PARQUET_COMPRESSION.key -> c) {
        val expected = if (c == "NONE") "UNCOMPRESSED" else c
        val option = new ParquetOptions(Map.empty[String, String], spark.sessionState.conf)
        assert(option.compressionCodecClassName == expected)
      }
    }
  }

[SparkQA]

Test build #94593 has finished for PR 22068 at commit 59f6080.

• This patch fails Python style tests.
• This patch merges cleanly.
• This patch adds no public classes.

[HyukjinKwon]

Eh, I think it's okay. Let's just get this in.

[SparkQA]

Test build #94594 has finished for PR 22068 at commit 5b4562a.

• This patch fails due to an unknown error code, -9.
• This patch merges cleanly.
• This patch adds no public classes.

[10110346]

retest this please

[SparkQA]

Test build #94605 has finished for PR 22068 at commit 5b4562a.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[HyukjinKwon]

Merged to master.