This is a specific instance of where a physician has ordered a diagnostic test, and after agreeing to do the same, the patient decides for whatever reason not to adhere to their original commitment. The health implications obviously vary depending on what the underlying diagnosis is, and in some jurisdictions some physicians may be penalized for not following up on whether these tests have been done due to patient non adherence. By not doing the test you agreed to do, you strain the doctor patient relationship and the doctor may feel well within their rights to terminate the relationship.
It is therefore incumbent on you to advise your doctor that you do not wish to proceed with the test so that your doctor can then make alternative arrangements for you, and to document that you declined to proceed. This might include asking you to return to discuss the reasons for the test, or to refer you a specialist, presumably a neurologist in the specific instance above.
A letter written to your doctor might suffice, as might a telephone call to their office, depending on the policies of the office, to advise your doctor of your change in mind. If the test were intended to look for a serious illness, then they may not accept a phone call and may want it in writing instead.