Hello. I'm not sure if this is the correct Frank Frost, but if I give you the clues perhaps you will know based on your family stories.
There is a Frank Frost living in St. Louis (city), Missouri. He is on the 1910 and 1920 census records. His birth date is listed as about 1860 and his immigration year is listed as 1880. His occupation is house mover on both records.
In the 1910 census his wife is Amelia. In 1920 she is not listed, but he is M (married) but not W (widowed). So Amelia is still alive- she just wasn't home. Her place of birth is listed as Sweden, but sometimes the census takers assumed such things for the wives and children based on their accents. So, she could have been from Norway. The information for the head of the house is usually correct but the wives/children are not as reliable.
There is a St. Louis, MO marriage record for Frank Frost to Amelia Nordfeldt on 4 Mar 1903.
Note- there is another Frank Frost in St. Louis, MO with a similar birth date but he is from Poland/Bohemia with a different wife.
Hope this helps!