This poem is written from the perspective of a speaker who is, as the title implies, dead but still observing the world around "the bed on which [she] lay." There are several figures of speech of different types in the poem, all of which help create a sense that the speaker, while deceased, is not absent.
The word "slept" in this poem is used euphemistically. The unnamed "he" in the poem does not really think that the speaker is sleeping in a bodily sense. Rather, he thinks that her mind and soul are asleep in death. In fact, the speaker's death is a wakeful, watchful one. The poet uses repetition to emphasize the unnamed man's feelings of pity for the dead: "Poor child, poor child." We also see the use of anaphora—the repetition of a phrase—which lends cohesion to the poem in its descriptions of the man's action and inaction: "He did not touch the shroud. . . . He did not love me living."
Finally, in the last line of the poem, the speaker uses the words "warm and cold" in a dual sense. The fact that the speaker is as cold as the dead is in contrast to the man's living warmth, but given what comes before, we also understand that the speaker is pleased to detect an emotional, figurative warmth in the man who did not love her when she was alive but now pities her in death.