[R] integrate a function in R

[yyan liu]

Hi:
  I want to integrate the following function with
respect to "z", "u" is another argument in the
function. My program is a loop and in each loop the
argument "u" will be given a specified numeric values.
But how can I use the "integrate" function with "u" in
R?
  The function is:
zfz<-function(z,u)
{ 
  return(z*dnorm(z,u,1) )	
}

And in each loop, the integration interval is [0,u+3].
I can not just use integrate(zfz,0,u+3) because "u"
can not be specified. 
Thank you!

liu 

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