Let $C^{[M]}$ be a (local) Denjoy-Carleman class of Beurling or Roumieu type, where the weight sequence $M=(M_k)$ is log-convex and has moderate growth. We prove that the groups ${operatorname{Diff}}mathcal{B}^{[M]}(mathbb{R}^n)$, ${operatorname{Diff}}W^{[M],p}(mathbb{R}^n)$, ${operatorname{Diff}}{mathcal{S}}{}_{[L]}^{[M]}(mathbb{R}^n)$, and ${operatorname{Diff}}mathcal{D}^{[M]}(mathbb{R}^n)$ of $C^{[M]}$-diffeomorphisms on $mathbb{R}^n$ which differ from the identity by a mapping in $mathcal{B}^{[M]}$ (global Denjoy--Carleman), $W^{[M],p}$ (Sobolev-Denjoy-Carleman), ${mathcal{S}}{}_{[L]}^{[M]}$ (Gelfand--Shilov), or $mathcal{D}^{[M]}$ (Denjoy-Carleman with compact support) are $C^{[M]}$-regular Lie groups. As an application we use the $R$-transform to show that the Hunter-Saxton PDE on the real line is well-posed in any of the classes $W^{[M],1}$, ${mathcal{S}}{}_{[L]}^{[M]}$, and $mathcal{D}^{[M]}$. Here we find some surprising groups with continuous left translations and $C^{[M]}$ right translations (called half-Lie groups), which, however, also admit $R$-transforms.
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