DOC/DEPR: add link to docs in deprecation warning

Author: jorisvandenbossche

pandas/rpy/__init__.py

@@ -5,7 +5,10 @@
 import warnings
 warnings.warn("The pandas.rpy module is deprecated and will be "
               "removed in a future version. We refer to external packages "
-              "like rpy2, found here: http://rpy.sourceforge.net", FutureWarning)
+              "like rpy2. "
+              "\nSee here for a guide on how to port your code to rpy2: "
+              "http://pandas.pydata.org/pandas-docs/stable/r_interface.html",
+              FutureWarning)
 
 try:
     from .common import importr, r, load_data