DOC: Auto-generate error message for threshold
DOC: Auto-generate error message for threshold

This ensures the error is never out of sync with the available options.

kwohlfahrt/pywt,rgommers/pywt,kwohlfahrt/pywt,kwohlfahrt/pywt,PyWavelets/pywt,ThomasA/pywt,michelp/pywt,rgommers/pywt,aaren/pywt,michelp/pywt,michelp/pywt,ThomasA/pywt,ThomasA/pywt,aaren/pywt,eriol/pywt,rgommers/pywt,PyWavelets/pywt,eriol/pywt,aaren/pywt,rgommers/pywt,eriol/pywt,grlee77/pywt,grlee77/pywt