I used a very dirty R script to generate 360/k figures (PNG) in a folder, then converted them to an animated frame (using ImageMagick, 20/100 sec. per frame, with infinite looping) using something like:
$ convert -delay 20 -loop 0 fig*.png spin_plot.gif $ display spin_plot.gif
The result is shown below, with data generated as
data <- replicate(3, rnorm(100)) in R.
Now, we can do much better with GGobi, as illustrated in the following Projection Pursuit.