You can run your gas stove for heat, they do not require electricity to run ( hint: if you have electric pilots you can just put the gas on and light with a match or lighter)
There are ways of staying warm, if you have a gas stove and run it, the kitchen will be your heated room so you need to work to keep the heat in there, put blankets up over all the windows and doors and at the bottom of doors for draft blockers. All people congregate in the warm room, sleep there, stay there, the human bodies create warmth. If it is still too cold or you don't have a gas stove pick a room in the center of the house and create a tent from blankets, in this case this is your warm room and everyone should try to stay in there and sleep in there.