I tried to allocate memory for a 4-d array (to loop over stuff easily), but failed. I wrote a C++ program doing the same thing and compiled it, where it works.
The script (and the output from ROOT) is available at
Handling many dimensional arrays (and/or many level of pointers) is not fully supported in CINT 5. We are reworking the internal of CINT and plan to address this kind of issue within this new framework.
In the meantime, simply compile you code with ACliC (.x demo4.C+)