I wouldn't bet on the parasite thing. Captive bred frogs generally don't have parasites, though those kept in pet stores in terrariums that have held other occupants may pick up parasites from the previous occupants.

One thing you should keep in mind is that these frogs often arrive stressed and sick at the pet store, or when purchased they are already on a slippery slope to death. If it hasn't eaten since you got it, I would definitely take it to a vet and see if the vet can diagnose it for a disease - bacterial septicemia is very common in Pacman frogs if they are suffering from extended periods of stress.