Loess version 0.6 has just been released with a few breaking changes. Most importantly, the interpolation method for predictions has changed and predictions can be very different from predictions in prior versions. The new interpolation method follows the original implementation so it should make Loess plots based on
Loess.jl look more like Loess plots from other software packages. For an example of the difference see Predictions are not smooth · Issue #61 · JuliaStats/Loess.jl · GitHub.
The internal representations have also changed a bit and the code has been optimized such that, in particular, predictions are now much faster. Please try it out!