set_cookies, add_headers or
authenticate.config(...)Within R, the options have slightly different names: the initial
CURLOPT_ is removed, all underscores are converted to periods and
the option is given in lower case.  Thus "CURLOPT_SSLENGINE_DEFAULT"
becomes "sslengine.default".  See listCurlOptions for
a complete list of the R name equivalents.
Unlike Curl (and RCurl), all configuration options are per request, not per handle.
set_config to set global config defaults, and
 with_config to temporarily run code with set options.Other config: accept_json,
  accept_xml, add_headers;
  authenticate; set_cookies;
  timeout; use_proxy;
  user_agent; verbose
Other ways to set configuration: reset_config,
  set_config; with_config