John Wilkinson, a frog ecologist quoted by the Independent, notes:
have certainly never seen anything like it before. It seems to be an example of Siamese birth whereby three individual animals all have arisen from the same fertilised embryo but they haven’t divided properly. We know this can happen because it happens in other animals.
(He also suggests that it might be one or more “randy” male frogs who won’t let go of a female. “We are in the breeding season.”)