Alexander I [Aleksandr Pavlovich 1777-1825], was a beloved Russian monarch. At the suggestion of his grandmother Catherine the Great…]
“…he was taught from his early childhood to sleep, lightly covered, with the windows wide open, and a mattress of morocco leather stuffed with hay. He became almost immune to weather, and enjoyed ‘extraordinary health and vitality.’”-Will & Ariel Durant, The Story of Civilization, Vol. 11, page, 677. [The Age of Napoleon]
Keep in mind, this open-window robustification was in Russia.
[For an in-depth historical, cultural, and scientific examination of building cold tolerance and robustification see Cold Tolerance: Warriors,Explorers, the Science by Mark Hatmaker also on this blog.]