Аннотация:We locate Musial and Sagher's concept of HK$_r$-integration within the approximate Henstock--Kurzweil integral theory. If to restrict HK$_r$-integral by requirement that the indefinite HK$_r$-integral is continuous, then it is included even in the classical Denjoy--Khintchine integral. We provide a direct argument demonstrating that this inclusion is proper.