I would like to know if a python package exists that estimates specific Sobol indices, namely those that are higher than 2nd order. The Wikipedia article for variance-based sensitivity analysis is quite good for understanding the Sobol method / indices.
For example, given a model with 10 parameters, what are the Sijk and Smnop third and fourth order indices respectively?
I am keenly aware that the number of model evaluations needed to calculate all higher order indices is 2d - 1; however, I am only interested in less than ten specific indices.
If no python package exists, please recommend some other software.