Walter Scott 
The Tapestried Chamber, and Death of the Laird’s Jock [PDF ebook] 

Note: Waverley novel
The Keepsake Stories is the title given to three short stories by Sir Walter Scott which appeared in The Keepsake For 1829, a literary annual published for Christmas 1828. The short stories were entitled "My Aunt Margaret's Mirror", "The Tapestried Chamber" (or, "The Lady in the Sacque"), and "Death of the Laird's Jock".
This is a ghost story. While travelling through the western counties, the general's attention was attracted by a picturesquely situated old castle, and, on inquiry at the inn where he changed horses, he learnt that its owner was a nobleman who had been his schoolfellow. He accordingly determined to call upon his lordship; and, having been persuaded to be his guest for a week, he was conducted at bedtime to an old-fashioned room, hung with tapestry, but comfortably furnished, and well lighted by two large candles and a blazing fire. The next morning Lord Woodville was informed by his servant that the general had been wandering in the park since an early hour and when he appeared at the breakfast table his countenance was haggard, his clothes carelessly put on, and his manner abstracted; moreover, he announced that he must depart immediately. Drawing him aside from the other visitors, his host pressed him for an explanation, and, after declaring that he would rather face a battery than recall the events of the night, he reluctantly narrated what he had undergone.
Just as he was falling asleep he heard the rustling of a silk gown, and the tapping of high-heeled shoes, and then the figure of a woman passed between the bedstead and the fireplace. At first her back was towards him, but she slowly turned, and he distinctly saw the features of a corpse, bearing traces of the most hideous passions. He started up, and she sat on the bed, advancing her face within half a yard of his, upon which all his courage forsook him and he swooned. On recovering his senses she had disappeared, but he was afraid to move until daybreak, when he hurried from the room thoroughly unnerved. Lord Woodville was deeply impressed, for the chamber had the reputation of being haunted; and as he conducted the general through his picture gallery, he suddenly started as he caught sight of a portrait, exclaiming, "There she is!" and it proved to be the likeness of an ancestress whose crimes were incest and murder.