Add link inside the doc

doc/library/compile/function.txt

@@ -174,7 +174,8 @@ Reference
         list is not used in the graph. Possible values are 'raise',
         'warn', and 'ignore'.
 
-    :rtype: Function instance
+    :rtype: :class:`Function <theano.compile.function_module.Function>`
+            instance
 
     :returns: a callable object that will compute the outputs (given the inputs)
       and update the implicit function arguments according to the `updates`.

doc/library/index.txt

@@ -38,7 +38,7 @@ There are also some top-level imports that you might find more convenient:
 
 .. function:: function(...)
     
-    Alias for :func:`function.function`
+    Alias for :func:`theano.compile.function.function`
 
 
 .. function:: function_dump(...)

theano/compile/function.py

@@ -78,7 +78,8 @@ def function(inputs, outputs=None, mode=None, updates=None, givens=None,
              rebuild_strict=True, allow_input_downcast=None, profile=None,
              on_unused_input=None):
     """
-    Return a callable object that will calculate `outputs` from `inputs`.
+    Return a :class:`callable object <theano.compile.function_module.Function>`
+    that will calculate `outputs` from `inputs`.
 
     Parameters
     ----------
@@ -131,7 +132,7 @@ def function(inputs, outputs=None, mode=None, updates=None, givens=None,
 
     Returns
     -------
-    Function instance
+    :class:`theano.compile.function_module.Function` instance
         A callable object that will compute the outputs (given the inputs) and
         update the implicit function arguments according to the `updates`.