I spent parts of three winters living aboard my boat in Mystic, CT. Best thing I did was to get a heavy canvas cover and pipe-frame. (Fairclough sailmakers will create one for your boat - custom fit around the rig). Cover was great, but a bit claustrophobic. Sew in some windows to let the sun and view in.
A word of caution: be careful about using electric space-heaters while you're not on the boat. A friend had a boat fire when one of the ceramic heaters failed and caught on fire. I had good luck with the oil-filled radiant heaters (no fan motor to fail).
Hope this helps,