The below steps are based on Sample - Superstore data:
 

Parameter, Calculation, and View creations step

Step 1: Create a parameter

1. Right-click in the Data pane and select Create Parameter. 
2. In the Create Parameter dialog, do the following, then click OK: 
   • Name: Sort By 
   • Data Type: String
   • Allowable Values: List
   • For Value, enter the following list: "Region", "Sales", "Month", "Month, Sales".  
3. Right-click the [Sort By] parameter in the data pane and select Show Parameter Control.
4. Create a second parameter called [Sort Order] with the values "asc" and "desc"

Step 2: Create a calculated field

1. Select Analysis > Create Calculated Field.
2. Name the field Sort by Dimension. Enter the following formula, then click OK:
   CASE [Sort By]
WHEN 'Sales' THEN RANK(SUM([Sales]), [Sort Order])
WHEN 'Month' THEN RANK(MIN( INT( DATETRUNC('month', [Order Date]) )), [Sort Order])
WHEN 'Region' THEN RANK(MIN([Region]), [Sort Order])
WHEN 'Month, Sales' THEN ( RANK(MIN( INT( DATETRUNC('month', [Order Date]) )), [Sort Order]) * 100000 ) + RANK(SUM([Sales]), [Sort Order])
END

Step 3: Build your view 

1. Right-click and drag [Order Date] to the Rows shelf
2. In the Drop Field dialog, select MY(Order Date) and click OK
3. Drag Region to the Rows shelf after MY(Order Date)
4. Drag [Sales] to the Columns shelf
5. Drag [Sort By] to the Rows shelf, placing it in the leftmost position
6. Right-click [Sort By] on the Rows shelf and uncheck Show header