ENH: Raise error when providing option that will be overridden.

[rmcar17]

Fixes #372

[coveralls]

Pull Request Test Coverage Report for Build 20170743062

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

• For more information on this, see Tracking coverage changes with pull request builds.
• To avoid this issue with future PRs, see these Recommended CI Configurations.
• For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

• 29 of 29 (100.0%) changed or added relevant lines in 6 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.006%) to 99.541%

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Totals
Change from base Build 20168460051:	0.006%
Covered Lines:	2168
Relevant Lines:	2178

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💛 - Coveralls