With regards to z-test, there is NO z.test() function in the original R package, unfortunately. However, the package TeachingDemos contains a z.test() function which will be helpful. We therefore start with installing and loading TeachingDemos:

install.packages("TeachingDemos")
library(TeachingDemos)

Assuming that you have stored your sample data in the variable scores, the command to use is z.test(scores, mu = Y, stdev = W, alternative="ALT") where:

Considering our previous example, this would look like:

z.test(scores, alternative="greater", mu=120, stdev=UNKNOWN)

However, as stated in the code, the standard deviation is unknown. Therefore, a z.test cannot be used.

IF the standand deviation was previously know and equal to 15, this would have been the code and the corresponding output:

z.test(scores, alternative="greater", mu=120, stdev=15)
## 
##  One Sample z-test
## 
## data:  scores
## z = 2.6774, n = 40.0000, Std. Dev. = 15.0000, Std. Dev. of the
## sample mean = 2.3717, p-value = 0.00371
## alternative hypothesis: true mean is greater than 120
## 95 percent confidence interval:
##  122.4489      Inf
## sample estimates:
## mean of scores 
##         126.35

R returns several lines of text. One of them provides a p-value while the next line states the alternative hypothesis which depends on the parameter alternative that you have entered in the z.test(). This alternative hypothesis Ha is considered valid when the p-value is less than 0.05.

Read more about z.test() by simply typing ?z.test in the R console.