Select categories on front end

I would like the user to be able to display calendars by category on the front end. The way things are currently configured, my calendar displays 2 categories, but if the user selects one, the second category disappears from the bottom of the calendar, and the user must then select "all categories" before they can select the second category again.
see http://jechs.org/calendar

The functionality I am looking for can be seen here https://www.tabc.org/apps/events/?id=0 where 1 or more categories can be selected by the front end user.