Lovecraft wrote to Derleth on 16 January 1931 that he was freezing. Chrispy can't find a Providence newspaper for this date range, but here' is a Cleveland newsaper and a NYT article showing the intense cold that affected Lovecraft so terribly.
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STORM SWEEPS EAST; COOLER HERE TODAY; Temperature in City 7 Degrees Above Normal--Heavy Snow Fall in New England.
E-MAIL

January 20, 1931, Tuesday

Page 6, 176 words

Snow, sleet, and rain combined to make yesterday unpleasant through most of the northeastern section of the country but the weather bureau promised last night that fresh westerly winds would clear the skies today and result in crisp, clear weather, considerably cooler than yesterday's.