Many factors help the yogees to take bath even in the extreme cold. The main factor is the Suryaabhaedee Praanaayaama, wherein the intense heat is generated in the body system through the inhalation of the air/praana vaayu through the right nostril.
How can you do this simple powerful exercise? Well, sit in a Padmaasana or a Sukhaasana posture. Then close the left nostril with the help of the index finger[the tarajanee - the finger next to the thumb] of your right hand."
Now, inhale the praana vaayu through your right nostril as forcefully as possible, adopt the Khaecharee Mudraa and the Jalandhara Bandha, retain the inhaled praana vaayuu for as much time as possible comfortably. Then, remove the ring finger from in front of your left nostril and release the retained praana vaayuu through the left nostril as forcefully as possible. Now, unlock both the Jalandhara Bandha and the Khaecharee Mudraa slowly without straining the muscles of the neck.
For the starters, do it 8 times. Later, you may go on increasing it to 16, 24, 32, 40 or 48 times as per your liking/comfort level. You will discover immediately after doing this praanaayaama daily that your body has become hot, you are feeling hot and that you feel like showering your body with cool water to get rid of the heat generated in your physical body and being felt by you!
This way one may develop the ability to take bath even in the minus temperatures of the ice-clad mountains like the Himalayas. This praanaayama is extremely useful to the soldiers posted in the extreme cold areas, people/travelers living/traveling in the cold areas and of course in the case of children/students who are fearful of taking bath in the cold water!