The readMe points to using easy_install https://github.com/splunk/splunk-sdk-python/blob/master/README.md for the SDK.

It looks like easy_install has been deprecated, with pip being the better package option:

https://setuptools.readthedocs.io/en/latest/easy_install.html
https://stackoverflow.com/questions/3220404/why-use-pip-over-easy-install