Define the input/output port name for the Inlined C++ S-function block in Matlab Simulink

DO IT by the Mask option of the context menu of the block by right-click mouse button.

and input the text like

 

disp('Metropolis Hastings/n(MH) sampling');
port_label('output',1,'smpls')
port_label('input',1,'mu1')
port_label('input',2,'sigma1')
port_label('input',3,'mu2')
port_label('input',4,'sigma2')
port_label('input',5,'Coef')

 

which will change the name of the ports and the block respectively.