Improve error message if any data is NULL

[jgabry]

fixes #1126

Submission Checklist

• Run unit tests
• Declare copyright holder and agree to license (see below)

Summary

More informative error message if any data is NULL

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Columbia University

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 87.15%. Comparing base (6606bc2) to head (c80d05a).

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #1129   +/-   ##
=======================================
  Coverage   87.14%   87.15%           
=======================================
  Files          14       14           
  Lines        5973     5977    +4     
=======================================
+ Hits         5205     5209    +4     
  Misses        768      768           

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