Update ValueError message in corr

[fbnrst]

to include the option of supplying a callable.

• closes Add the possibility of callable to ValueError message raised by corr #25727
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[TomAugspurger]

Need to update the tests: https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=9439&view=logs&jobId=7c58e677-adbe-554c-f717-831a032b8982&taskId=dba2076d-db50-56b8-6403-e1f6d166f7e3&lineStart=69&lineEnd=70&colStart=1&colEnd=1

[codecov]

Codecov Report

Merging #25729 into master will decrease coverage by 49.49%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #25729      +/-   ##
==========================================
- Coverage   91.24%   41.75%   -49.5%     
==========================================
  Files         172      172              
  Lines       52973    52973              
==========================================
- Hits        48337    22117   -26220     
- Misses       4636    30856   +26220

Flag	Coverage Δ
#multiple	?
#single	41.75% <ø> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/frame.py	34.79% <ø> (-62.01%)	⬇️
pandas/io/formats/latex.py	0% <0%> (-100%)	⬇️
pandas/io/sas/sas_constants.py	0% <0%> (-100%)	⬇️
pandas/tseries/plotting.py	0% <0%> (-100%)	⬇️
pandas/tseries/converter.py	0% <0%> (-100%)	⬇️
pandas/io/formats/html.py	0% <0%> (-99.36%)	⬇️
pandas/core/groupby/categorical.py	0% <0%> (-95.46%)	⬇️
pandas/io/sas/sas7bdat.py	0% <0%> (-91.17%)	⬇️
pandas/io/sas/sas_xport.py	0% <0%> (-90.15%)	⬇️
pandas/core/tools/numeric.py	10.44% <0%> (-89.56%)	⬇️
... and 130 more

---

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Δ = absolute <relative> (impact), ø = not affected, ? = missing data
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[codecov]

Codecov Report

Merging #25729 into master will increase coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #25729      +/-   ##
==========================================
+ Coverage   91.24%   91.25%   +<.01%     
==========================================
  Files         172      172              
  Lines       52973    52973              
==========================================
+ Hits        48337    48338       +1     
+ Misses       4636     4635       -1

Flag	Coverage Δ
#multiple	89.82% <ø> (ø)	⬆️
#single	41.74% <ø> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/frame.py	96.79% <ø> (ø)	⬆️
pandas/core/series.py	93.68% <ø> (ø)	⬆️
pandas/util/testing.py	89.08% <0%> (+0.09%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update a5d251d...d354be9. Read the comment docs.

[jreback]

thanks @fabianrost84