re.compile versus r''

Hello, I'm using a tool (PLY) which apparently expects the tokens to
be created using r''

But because one token is a rather complex regular expression, I want
to create the regular expression programmatically.

How can I generate a string and then create something of the same type
that the r'' function does?

Concretely, in the program below, consonant is not the same type as
t_NAME, but I assume that it needs to be for PLY to use it for
tokenizing:

import re

t_NAME       = r'[a-zA-Z_][a-zA-Z0-9_]*'

guttural   = 'kh?|gh?|\"n'
palatal    = '(?:chh?|jh?|\~n)'
cerebral   = '\.(?:th?|dh?|n)'
dental     = '(?:th?|dh?|n)'
semivowel  = '[yrlv]'
sibilant   = '[\"\.]?s'
aspirant   = 'h'

consonant = re.compile('|'.join([guttural , palatal , cerebral ,
dental , semivowel , sibilant , aspirant]))

print consonant
print t_NAME