Is my wild-caught frog doing ok?

Your local exotic pet store is a good (and free) resource to ask for information. Since you can't be sure what a wild-caught frog was eating before she was taken in, it may be that she was eating a higher fat/protein content before than she is now. While losing weight may not be a bad thing, any dramatic or sudden weight changes can be dangerous or indicate an underlying problem. An exotic pet store will carry lots of different supplements and food alternatives for frogs. Talk to them and see if you can add something to her diet that will make her put on some of that weight! That's exactly what I do when my snakes are looking ill :)