Melville says you should turn the heat down.

This is for all the folks enduring the cold snap:

We felt very nice and snug, the most so since it was so chilly out of doors;
indeed, our of bed-clothes too, seeing that there was no fire in the room.
The more so, I say, because truly to enjoy bodily warmth, some small part
of you must be cold...[I]f the tip of your nose or the crown of your head be
slightly chilled, why then, indeed, in the general consciousness you feel most
delightfully and unmistakably warm.

For this reason a sleeping apartment should never be furnished with a fire,
which is one of the luxurious discomforts of the rich. For the height of this sort
of deliciousness is to have nothing but the blanket between you and your
snugness and the cold of the outer air. Then there you lie like the one warm
spark in the heart of an arctic crystal.

Moby-Dick, page 55.