My apologies. At the end of the install script, it gives at list of things you need to do, but I didn't include one of them in the docs and of course now I can't edit.

=== Installation complete. Starting replay. Once complete:
* CTL-C to kill steemd.
* sudo passwd frog
* Configure files in /var/local/steemd/configs.
* sudo /home/frog/bin/frog/config-steemd.bash
* sudo service steemd start

User 'frog' is created without a passwd to begin with. The first thing you need to do after installation is set the password so you can use sudo with that account.