LaTeX.org

@Thorsten - thank you for the quick response; unfortunately, the options that can be set with \setcitestyle do not include "compress" (only formatting options work); and passing arguments globally when calling revtex has no effect; calling natbib explicitly gives an error message about calling a ...

The natbib release notes say:
"It is possible to change the merge, sort, and compress options even after the package loads, and even after \begin{document}."
How do I do this?

I need this possibility, because I'm using revtex, which loads natbib without giving the user the chance to load options.