Extra, Extra, read all about it!
The DWdataRP utility works on SCOM2016
This tool has been around since SCOM 2007, and blogged about by Kevin Holman and the SCOM Engineering Team
Download the link at the second link, and save to your machine (x86 or x64)
Run the executable
dwdatarp.exe -s <DB Server Name> -D <DW Database Name>
Example dwdatarp.exe -s 16DB02 -D OperationsManagerDW
Set Data sets according to SLA