To ping a UDP port, it is necessary to send a datagram to the peer which provokes a response from the peer. I don't know of a generic way of doing this for UDP. As far as I know, it requires knowing how to communicate with the application using the UDP port.

You send an empty datagram to the port. If you get an ICMP port unreachable, the port is closed. If you don't, it's open. (In either case, it might as well have been because of the firewall.) (See man nmap.)