accumulate setof ?

I have tried to make a plgpsql function that accumulate a set of integers, but I find no way of doing this in the PostgreSQL documentation. I have made a very simple example to demonstrate my problem :

CREATE FUNCTION fn_integer_list( INTEGER )
RETURNS SETOF INTEGER AS '
DECLARE
  SETOF INTEGER res;
BEGIN
  res := 1;
  res := res + $1;
  RETURN res;
END'
LANGUAGE 'plpgsql';

There is really two problems here. How does one initialize a set of integers, and how does one append a new value to the setof integers ? This example does, of course, not work :-)

If there is a reference to some documentation I should read, I will be happy for any hint in its direction.

/BL