, a highly interactive multidimensional visualization software integrates well with R; see the 2007 book by Dianne Cook and Deborah F. Swayne. Interactive and Dynamic Graphics for Data Analysis: With R and GGobi; parts of the book (older versions of chapters) can be found on the ggobi website.
To use the interface between R and ggobi, you will have to Install ggobi, GTK from www.ggobi.org, install the package rggobi. Then when you load that library a simple ggobi(world) will launch ggobi and display the data frame world and you can use ggobi to explore your dataset.
There are other R functions to control ggobi and to receive results produced by ggobi.