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Consider simultaneous download option for download.file #184

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@njtierney

Hi there!

In download.file, it is possible to pass along a vector of files for URL and destfiles:

When method "libcurl" is used, there is support for simultaneous downloads, so url and destfile can be character vectors of the same length greater than one (but the method has to be specified explicitly and not via "auto"). For a single URL and quiet = FALSE a progress bar is shown in interactive use.

From: https://stat.ethz.ch/R-manual/R-devel/library/utils/html/download.file.html

This could result in a nice speedup for users, and could also potentially mean you can retire some of the uses of parallel in your package.

One potential downside is that this means it will need to be R >= 4.2.0, as Windows on R had optional support for libcurl prior to this.

I know that this could be a bit of work to implement, let me know if you'd like me to take a look and I can submit a PR :)

Thanks again for writing this package!

Cheers!

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