Allow clip{,_lower,_upper} to use array-like thresholds (GH 6966)
closes #6966 

Sorry, first time contributing. My local testing wasn't getting to test_frame and test_series like I thought it was. This second commit should fix the problems.
 pls add a release note in whatnew (0.16.1), which will be available after we release 0.16.0 (prob this weekend)
 whats new is now available for 0.16.1 https://github.com/pydata/pandas/commit/5ebf521eac528f5a4b772e4677f70b689b8b1826
 I'm pretty sure the test failure is caused by a bug which is independent of my changes: pandas/io/data.py lines 174-182 should be indented and part of the else clause.
 @evanpw ok, if you can fix the file modes, looks good otherwise
 Mode is fixed, rebased, squashed, and tests are green.
 ty sir!
