You can fake a direct access and then implement a cursor like Al suggested, I use a PK so I can convert the subscripts (any number of dimensions up to 253) to a record (I might want to create an index on the value to have the "array" sorted) , so you end up with something like this

(very crude, just spent 15 minutes on it as a proof of concept :))

clear
loMyClass=Createobject('myArray')
loMyClass.setDimensions(4, 'C(16)') && 4 dimensions and C(16) will be the data type for the value

loMyClass.Data['1,1,1,1'] = '[001,001,001,001]'
loMyClass.Data['4,2,1,3'] = '[004,002,001,003]'

? loMyClass.Data['1,1,1,1']
? loMyClass.Data['4,2,1,3']

loMyClass.Data['4,2,1,3'] = '[EMPTY]'
? loMyClass.Data['4,2,1,3']


define class myArray as session

	DIMENSION Data(1)

	procedure Data_assign(vNewVal, m.nIndex1)
		LOCAL lnItem
		lnItem			= this.DimensionsToItem(m.nIndex1)
		IF INDEXSEEK(PK, .t., 'cData', 'PK')
			replace Value WITH m.vNewVal IN cData
		ELSE
			this.newRow(m.nIndex1, m.vNewVal)
		ENDIF		
	endfunc

	procedure Data_Access(m.nIndex1)
		LOCAL lnItem
		lnItem			= this.DimensionsToItem(m.nIndex1)
		RETURN IIF(INDEXSEEK(PK, .t., 'cData', 'PK'), cData.Value, null)
	endfunc

	PROCEDURE newRow(tcDimensions as String, txValue as Variant) as VOID
	
		LOCAL laDimensions(1), lnDimensions, lnDimension
		
		lnDimensions		= ALINES(laDimensions, tcDimensions, 1, ',')
		lcCommand			= 'INSERT INTO cData ('
		FOR lnDimension = 1 TO lnDimensions
			lcCommand			= lcCommand + IIF(lnDimension = 1, '', ', ') + 'C' + TRANSFORM(lnDimension, '@L 999')
		NEXT lnDimension
		lcCommand			= lcCommand +  + ', value) values ('
		FOR lnDimension = 1 TO lnDimensions
			lcCommand			= lcCommand + IIF(lnDimension = 1, '', ', ') + TRANSFORM(laDimensions[lnDimension])
		NEXT lnDimension
		lcCommand			= lcCommand + ', ' + TRANSFORM(txValue) + ')'
		EXECSCRIPT(lcCommand)
		
		RETURN null
	ENDPROC
	
	PROCEDURE setDimensions(tnDimensions as Integer, tcValueType as String) as VOID
		LOCAL lcCommand, lnDimension, lnDimension

		lcCommand		= 'CREATE CURSOR cData (PK I AutoInc'
		FOR lnDimension = 1 TO tnDimensions
			lcCommand		= lcCommand + ', C' + TRANSFORM(lnDimension, '@L 999') + ' I'
		NEXT lnDimension
		lcCommand		= lcCommand + ', Value ' + tcValueType + ')'
		EXECSCRIPT(lcCommand)
		INDEX on PK TAG PK
		* Index on every column to speed up access?
		RETURN NULL
	ENDFUNC

	FUNCTION DimensionsToItem(tcDimensions as String) as Integer
	
		LOCAL laDimensions(1), lnDimensions, lnDimension
		
		lnDimensions		= ALINES(laDimensions, tcDimensions, 1, ',')
		lcCommand			= 'LOCATE FOR '
		FOR lnDimension = 1 TO lnDimensions
			lcCommand			= lcCommand + IIF(lnDimension = 1, '', ' and ') + 'C' + TRANSFORM(lnDimension, '@L 999') + '=' + TRANSFORM(laDimensions[lnDimension])
		NEXT lnDimension
		EXECSCRIPT(lcCommand)
		RETURN IIF(FOUND(), cData.PK, - 1)
	ENDFUNC
enddefine