[SPARK-19133][SPARKR][ML] fix glm for Gamma, clarify glm family supported

## What changes were proposed in this pull request?

R family is a longer list than what Spark supports.

## How was this patch tested?

manual

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #16511 from felixcheung/rdocglmfamily.