Well, how close to Earth are we talking? Not in our solar system, for sure, or we'd have known it. They've spotted it with telescopes, right?
And what do you mean rogue? A planet that's not in orbit around a star? How will it sustain life without a star? It's just a lump of frozen dirt/minerals etc, then.
They have these theories about life being possible in other galaxies, they do all kinds of 'scans' and compare things with what we know from our solar system and all that good stuff, that I know littel about, but unless we go there and see, your guess is as good as mine.
But even so, I am convinced there is life possible - and present - on other planets, given the number of stars and thus planets.... There's SO much out there, there just HAS to be life.