Running Enterprise Security on Splunk Cloud, how can I get an adaptive response such as a ping to run on a local HF/UF/SH?
Currently there is no direct fix for this. Splunk Cloud customers can currently run AR on other cloud based services, or you can create your own AR that would connect back to your onpremise deployment.
The later option does require a vetting process, and does have to adhere to guidelines as outlined here : http://dev.splunk.com/view/app-cert/SP-CAAAE85
One of the key take aways here, is that any type of outbound communication from Splunk Cloud has to be over SSL, and any credentials use for authentication cannot be stored in clear text.
I'd recommend building your integration via the Splunk Addon Builder (TA Builder) : https://splunkbase.splunk.com/app/2962/