If the object of the integral Calculus were to integrate functions in terms of elementary functions, we should have come to a definite halt. But such a restricted object has no intrinsic justification; indeed, it is of a somewhat artificial nature. We know that the integral of every continuous function exists and is itself a continuous function of the upper limit, and this fact has nothing to do with the question whether the integral can be expressed in terms of elementary functions or not. The distinguishing features of the elementary functions are based on the fact that their properties are easily recognized, that their application to numerical problems is often facilitated by convenient tables or, as in the case of the rational functions, that they can easily be calculated with as great a degree of accuracy as we please.
Where the integral of a function cannot be expressed by means of functions with which we are already acquainted, there is nothing to hinder us from introducing this integral as a new "higher" function in analysis, which really means no more than giving it a name. Whether the introduction of such a function is convenient or not depends on the properties which it possesses, the frequency with which it occurs, and the ease with which it can be manipulated in theory and in practice.