I've found a paper(1) with estimates based on extrapolation of known data for stellar-mass objects toward smaller values, using a power law probability distribution:
Sumi et al.[4] used microlensing data to estimate the ratio of the
number density of Jupiter-mass unbound exoplanets, nj , and the number
density of main sequence stars n⋆, yielding an estimate nJ / n⋆ =
1.9(+1.3/−0.8) for their power law model. The stellar number density is well known from luminosity data [9], yielding an estimate for nJ ,
nJ = 6.7(+6.4/−3.0) × 10^−3 ly^−3 (1)
and thus an estimate for the expected mean distance to the nearest
Jupiter mass nomadic planet, DJ , with
DJ = 3.28(+0.7/−0.6) ly , (2)
the mean minimum distance being ∼77% of the distance to Proxima
Centauri.
The error margin is huge, specially when extending the model to poorly constrained low mass objects:
In order to predict the number densities of nomadic exoplanets with
masses much smaller than that of Jupiter it is necessary to
extrapolate the power law density models into mass regimes not yet
well constrained by microlensing [13], leading to the three order of
magnitude uncertainty in the number density of Earth-mass nomads in
Figure 1 and the factor of almost 6 uncertainty in the distance to the
nearest Earth-mass nomad seen in Figure 2.
Then their model points to these expected minimum distances, for the closest object of a given mass, taking the mass of a equivalent solar system object for comparison. If these estimates are correct, we should expect many planetary-mass objects to be found closer to us than Proxima Centauri:
Object Mass Expected
Analog Rmin
(MJupiter) (ly)
Earth 0.003 1.85 (+2.99/−1.01)
Uranus 0.046 2.41 (+2.02/−0.99)
Neptune 0.054 2.45 (+1.95/−0.99)
Saturn 0.299 2.91 (+1.24/−0.84)
Jupiter 1 3.28 (+0.71/−0.65)
super-Jupiter 10 4.52 (+1.16/−1.61)
In graph form:

References:
(1) Eubanks, T. M. (2014). Nomadic Planets Near the Solar System.