Over the past twenty years, functional connectivity of the human brain has been studied in detail using tools from complex network theory. These methods include graph theoretic metrics ranging from the micro-scale such as the degree of a node to the macro-scale such as the small worldness of the brain network. However, most of these network models focus on average activity within a time window of interest and given frequency band. Therefore, they cannot capture the changes in network connectivity across time and different frequency bands. Recently, multilayer brain networks have attracted a lot of attention as they can capture the full view of neuronal connectivity. In this paper, we introduce a multilayer view of the functional connectivity network of the brain, where each layer corresponds to a different frequency band. We construct multi-frequency connectivity networks from electroencephalogram data where the intra-layer edges are quantified by phase synchrony while the inter-layer edges are quantified by phase-amplitude coupling. We then introduce multilayer degree, participation coefficient and clustering coefficient to quantify the centrality of nodes across frequency layers and to identify the importance of different frequency bands. The proposed framework is applied to electroencephalogram data collected during a study of error monitoring in the human brain.